A functional law of the iterated logarithm for the dekkers-einmahl-de haan tail index estimator

DOI10.1080/10485259508832640zbMath0868.60030OpenAlexW2036557664MaRDI QIDQ3837407

Khelifa Tobbal

Publication date: 7 July 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832640

zbMATH Keywords

functional law of the iterated logarithmPareto-type distributionDekkers-Einmahl-de Haan tail index estimator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• A strong limit theorem for the oscillation modulus of the uniform empirical quantile process
• A moment estimator for the index of an extreme-value distribution
• A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator
• On estimating the endpoint of a distribution
• A simple general approach to inference about the tail of a distribution
• A functional law of the iterated logarithm for weighted empirical distributions
• Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
• A tail empirical process approach to some nonstandard laws of the iterated logarithm
• Almost sure convergence of the Hill estimator
• Regularly varying functions

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