The Latest Advances on the Hill Estimator and Its Modifications
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Publication:2787387
DOI10.1007/978-1-4939-0569-0_29zbMath1331.62261OpenAlexW231732840MaRDI QIDQ2787387
Milan Stehlík, M. Ivette Gomes
Publication date: 25 February 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_29
robustnessefficiencymean square errorextreme value indexscore functionheavy right tailsHill estimator modified Hill estimators
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