THE ASYMPTOTIC-BEHAVIOR OF HILL ESTIMATOR

被引：7

作者：

BEIRLANT, J

TEUGELS, JK

机构：

来源：

关键词：

D O I：

10.1137/1131060

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：463 / 469

页数：7

共 13 条

[1]

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[2]

BINGMAN NH, 1981, 7TH P C PROB THEOR B, P23

[3]

BINGMAN NH, IN PRESS REGULAR VAR

[4] TAIL ESTIMATES MOTIVATED BY EXTREME VALUE THEORY [J].

DAVIS, R ;

RESNICK, S .

[5]

DEHAAN L, 1970, MATH CTR TRACT

HAEUSLER, E ;

TEUGELS, JL .

[7]

HALL P, 1982, J ROY STAT SOC B MET, V44, P37

[8]

Hall W.J., 1981, STAT RELATED TOPICS, V169, P184

HILL, BM .

[10] LAWS OF LARGE NUMBERS FOR SUMS OF EXTREME VALUES [J].

MASON, DM .