A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

Statistics and Probability Letters

Volumn 79, Issue 3, 2009, Pages 295-303

  Gomes, M Ivette ^a   Pestana, Dinis ^a   Caeiro, Frederico ^b  

^a Faculty of Sciences   (Portugal)

^b UNIVERSIDADE NOVA DE LISBOA   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 58149485450     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.08.016     Document Type: Article

References (22)

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