On the asymptotic normality of Hill's estimator

On the asymptotic normality of Hill's estimator

Csörgő, Sándor, Viharos, László
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Volume:
118
Language:
english
Journal:
Mathematical Proceedings of the Cambridge Philosophical Society
DOI:
10.1017/s0305004100073710
Date:
September, 1995
File:
PDF, 447 KB
english, 1995
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