On the estimation of extreme tail probabilities

Annals of Statistics

Volumn 25, Issue 3, 1997, Pages 1311-1326

  Hall, Peter ^a   Weissman, Ishay ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Bootstrap; Extreme value; Hill's estimator; Order statistic; Pareto approximation; Regular variation; Smoothing

Indexed keywords

EID: 0031505395     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362750     Document Type: Article

References (14)

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