On asymptotic normality of the hill estimator

On asymptotic normality of the hill estimator

de Haan, Laurens, Resnick, Sidney
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Volume:
14
Language:
english
Journal:
Communications in Statistics. Stochastic Models
DOI:
10.1080/15326349808807504
Date:
January, 1998
File:
PDF, 573 KB
english, 1998
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