Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
type: Item
instance of: scholarly article
title: Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
zbMATH Open document ID: 1111.62045
DOI: 10.3150/07-BEJ5175
author: Erich Haeusler
author: Johan Segers
published in: Bernoulli
publication date: 2007-05-15T00:00:00Z
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 5153143
zbMATH Keywords: asymptotic normality
zbMATH Keywords: confidence intervals
zbMATH Keywords: Edgeworth expansions
zbMATH Keywords: extreme value index
zbMATH Keywords: Hill estimator
zbMATH Keywords: regular variation
zbMATH Keywords: tail index
MaRDI profile type: Publication
full work available at URL: 07-bej5175
OpenAlex ID: W2162349137
description: scientific article; zbMATH DE number 5153143