Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions
Year: 2006
Type: article
Abstract: Bounds on strong convergences of the Hill-type estimator are established under second-order regularly varying conditions.
Authors: Zuoxiang Peng, Saralees Nadarajah
Institution: University of Nebraska–Lincoln
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: gold
Estimated APC paid: $2,190
OpenAlex ID: W2056710368
