Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419)
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scientific article; zbMATH DE number 7661828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations |
scientific article; zbMATH DE number 7661828 |
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Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (English)
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10 March 2023
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asymptotic normality
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harmonic moment estimator
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Hill estimator
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measurement error
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regular variation
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