Approximation of the Hill estimator process
type: Item
instance of: scholarly article
title: Approximation of the Hill estimator process
zbMATH Open document ID: 0915.60029
DOI: 10.1016/S0167-7152(98)00079-0
published in: Statistics \& Probability Letters
publication date: 1998-12-02T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1228694
zbMATH Keywords: Hill estimator
zbMATH Keywords: Karamata representation
zbMATH Keywords: Wiener process approximation
author: Edgar Kaufmann
author: Rolf-Dieter Reiss
MaRDI profile type: Publication
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full work available at URL: s0167-7152(98)00079-0
OpenAlex ID: W2021150795
description: scientific article; zbMATH DE number 1228694