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Ratio of generalized Hill's estimator and its asymptotic normality theory - MaRDI portal

Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562)

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scientific article; zbMATH DE number 5614407
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English
Ratio of generalized Hill's estimator and its asymptotic normality theory
scientific article; zbMATH DE number 5614407

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    Ratio of generalized Hill's estimator and its asymptotic normality theory (English)
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    13 October 2009
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    order statistics
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    empirical and quantile processes
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    Brownian bridges
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    maximum domain of attraction
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    extreme value theory
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