Averages of Hill estimators

descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 2004 English Publisher:Springer Science and Business Media LLCJournal:Test, volume 13, pages 113-128 (issn: 1133-0686, eissn: 1863-8260,

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Authors: Martins, M. João; Gomes, M. Ivette; Neves, M. Manuela;

doi: 10.1007/bf02603003

Averages of Hill estimators

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Abstract

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Related Organizations

University of Lisbon
Portugal

Keywords

Statistics of extreme values; tail inference, Asymptotic properties of nonparametric inference, asymptotic efficiency, Order statistics; empirical distribution functions, regular variation, Hill estimator, Nonparametric estimation, simulation, heavy tails

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