Generalizations of the Hill estimator - asymptotic versus finite sample behaviour

Journal of Statistical Planning and Inference

Volumn 93, Issue 1-2, 2001, Pages 161-180

  Gomes, M Ivette ^a   Martins, M João ^b  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

62G20; 62G30

Indexed keywords

EID: 0000866457     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(00)00201-9     Document Type: Article

References (19)

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