How to make a Hill plot.
type: Item
instance of: scholarly article
title: How to make a Hill plot.
zbMATH Open document ID: 1106.62333
author: Holger Drees
author: Laurens De Haan
author: Sidney I. Resnick
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1016120372
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 1828942
zbMATH Keywords: Estimation
zbMATH Keywords: extreme value index
zbMATH Keywords: heavy tails
zbMATH Keywords: Hill estimator
zbMATH Keywords: order statistics
zbMATH Keywords: Pareto tails
zbMATH Keywords: regular variation
MaRDI profile type: Publication
OpenAlex ID: W1999814784
Wikidata QID: Q102129700
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DOI: 10.1214/AOS/1016120372
description: scientific article; zbMATH DE number 1828942