On Asymptotic Normality of Hill's Estimator for the...

On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation

E. Haeusler and J. L. Teugels
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Volume:
13
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/2241207
Date:
June, 1985
File:
PDF, 1.11 MB
english, 1985
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