Asymptotic behavior of Hill's estimate and applications

DOI10.2307/3214466zbMath0605.60035OpenAlexW4246627477MaRDI QIDQ3742427

Gane Samb Lo

Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214466

zbMATH Keywords

order statisticscentral limit theoremdomain of attractionstable lawweak law of large numbersHill's estimatefunctions slowly varying at zero

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Divergence measures estimation and its asymptotic normality theory in the discrete case ⋮ A note on the asymptotic normality of sums of extreme values ⋮ Ratio of generalized Hill's estimator and its asymptotic normality theory ⋮ Modeling growth stocks via birth-death processes

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