The following pages link to (Q3367878):
Displaying 4 items.
- Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator (Q880481) (← links)
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies (Q1118922) (← links)
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions (Q2491563) (← links)
- General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I (Q2581249) (← links)
