The Asymptotic Behavior of Hill’s Estimator
- 1 September 1987
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 31 (3) , 463-469
- https://doi.org/10.1137/1131060
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
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- On Asymptotic Normality of Hill's Estimator for the Exponent of Regular VariationThe Annals of Statistics, 1985
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- Laws of Large Numbers for Sums of Extreme ValuesThe Annals of Probability, 1982
- 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 Extreme Terms of a Sample and Their Role in the Sum of Independent VariablesTheory of Probability and Its Applications, 1960