Edgeworth Expansions for the Distribution Function of the Hill Estimator
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- Ferreira, A., 2002. "Statistics of extremes : Estimation and optimality," Other publications TiSEM d20ada07-4fb3-4e89-aa2e-f, Tilburg University, School of Economics and Management.
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- Haeusler, E. & Segers, J., 2005. "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator," Other publications TiSEM e635c476-8fa8-4f16-8760-2, Tilburg University, School of Economics and Management.
- Haeusler, E. & Segers, J., 2005. "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator," Discussion Paper 2005-129, Tilburg University, Center for Economic Research.
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estimation; variation; statistical distribution;All these keywords.
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