Approximation of the Hill estimator process

DOI10.1016/S0167-7152(98)00079-0zbMath0915.60029OpenAlexW2021150795MaRDI QIDQ1273016

Edgar Kaufmann, Rolf-Dieter Reiss

Publication date: 2 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00079-0

zbMATH Keywords

Hill estimatorKaramata representationWiener process approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10)

Related Items (3)

EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? ⋮ Evolution in games with a continuous action space ⋮ How to make a Hill plot.

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• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I

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