Asymptotic Normality of Hill’s Estimator
- 1 January 1989
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- The Asymptotic Behavior of Hill’s EstimatorTheory of Probability and Its Applications, 1987
- Regular VariationPublished by Cambridge University Press (CUP) ,1987
- Asymptotic behavior of Hill's estimate and applicationsJournal of Applied Probability, 1986
- Central limit theorems for sums of extreme valuesMathematical Proceedings of the Cambridge Philosophical Society, 1985
- Limit Theorems on Order StatisticsThe Annals of Probability, 1981
- A Simple General Approach to Inference About the Tail of a DistributionThe Annals of Statistics, 1975
- The Mean Values of Certain Dirichlet Series, IIProceedings of the London Mathematical Society, 1942