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Tail prepivoting for the Hill estimator - MaRDI portal

Tail prepivoting for the Hill estimator (Q2991883)

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scientific article
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English
Tail prepivoting for the Hill estimator
scientific article

    Statements

    title
    Tail prepivoting for the Hill estimator (English)
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    publication date
    10 August 2016
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    zbMATH Keywords
    bootstrap
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    parameter estimation
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    prepivoting
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    tail index
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62F12
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    62G30
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    zbMATH DE Number
    6610744
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    OpenAlex ID
    W2339435763
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