Ratio of generalized Hill's estimator and its asymptotic normality theory
DOI10.3103/S1066530709020021zbMATH Open1231.62091WikidataQ59245379 ScholiaQ59245379MaRDI QIDQ734562FDOQ734562
Authors: Aliou Diop, Gane Samb Lo 
Publication date: 13 October 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Recommendations
extreme value theoryorder statisticsmaximum domain of attractionBrownian bridgesempirical and quantile processes
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30)
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- Asymptotic behavior of Hill's estimate and applications
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