On an improvement of Hill and some other estimators

Lithuanian Mathematical Journal

Volumn 53, Issue 3, 2013, Pages 336-355

  Paulauskas, Vygantas ^a   Vaičiulis, Marijus ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

heavy tails; Hill type estimators; tail index estimation

Indexed keywords

EID: 84899435403     PISSN: 03631672     EISSN: 15738825     Source Type: Journal    
DOI: 10.1007/s10986-013-9212-x     Document Type: Article

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