Weak asymptotic results for t-hill estimator

Comptes Rendus de L'Academie Bulgare des Sciences

Volumn 65, Issue 12, 2012, Pages 1649-1656

  Jordanova, Pavlina K ^a,b   Pancheva, Elissaveta I ^a,b  

^a SHUMEN UNIVERSITY   (Bulgaria)

^b INSTITUTE OF MATHEMATICS AND INFORMATICS   (Bulgaria)

Author keywords

Asymptotic properties of estimators; Point estimation; t hill estimator

Indexed keywords

EID: 84871963196     PISSN: 13101331     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (5)

1. Hill B. M. Ann. Statist., 3, 1975, 1163-1174.
2. Heausler E., J. L. Teugels. Ann. Statist., 13, 1985, No 2, 743-756.
3. Fabian Z., M. Stehlik. IFAS Reasearch Paper Series, 43, 2009, No 4, 1-9.
4. Billingsley P. Convergence of Probability Measures, Moscow, Nauka, 1977, p. 41.
5. de Haan L. On Regular Variation and Its Application to the Weak Convergence of Sample Extremes, Amsterdam, Mathematical Centre Tract 32, Mathematics Centre, 1970, p. 23.