On an improvement of Hill and some other estimators

DOI10.1007/s10986-013-9212-xzbMath1294.62110MaRDI QIDQ383679

Marijus Vaičiulis, Vygantas Paulauskas

Publication date: 5 December 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-013-9212-x

zbMATH Keywords

heavy tails; Hill-type estimators; tail-index estimation

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62G32: Statistics of extreme values; tail inference

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