Abelian and Tauberian theorems on the bias of the Hill estimator

Scandinavian Journal of Statistics

Volumn 29, Issue 3, 2002, Pages 461-483

  Segers, Johan ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Extreme value index; Hill estimator; Order statistics; Regular variation

Indexed keywords

EID: 0035995090     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00301     Document Type: Article

References (52)

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