Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions

DOI10.1155/JIA/2006/95124zbMath1095.62062OpenAlexW2056710368WikidataQ59212613 ScholiaQ59212613MaRDI QIDQ2491563

Zuo Xiang Peng, Saralees Nadarajah

Publication date: 29 May 2006

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/126389

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Strong convergence bound of the Pareto index estimator under right censoring

Cites Work

• On the estimation of the extreme-value index and large quantile estimation
• A moment estimator for the index of an extreme-value distribution
• Strong laws for the k-th order statistic when k\(\leq c\,\log _ 2\,n\)
• Statistical inference using extreme order statistics
• A simple general approach to inference about the tail of a distribution
• On Smooth Statistical Tail Functionals
• Limit theorems for the ratio of the empirical distribution function to the true distribution function
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