Erich Haeusler

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

Erich Haeusler, J. L. Teugels · The Annals of Statistics · 1985 · 220 citations · Full text

Large Deviations, Density Estimation, Engineering +11

Almost sure convergence of the Hill estimator

Paul Deheuvels, Erich Haeusler, David M. Mason · Mathematical Proceedings of the Cambridge Philosophical Society · 1988 · 107 citations

Pareto-type Distribution, Engineering, Hill Estimator +10

On the Rate of Convergence in the Central Limit Theorem for Martingales with Discrete and Continuous Time

Erich Haeusler · The Annals of Probability · 1988 · 89 citations · Full text

Large Deviations, Engineering, Continuous Time +10

A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables

Sándor Csörgő, Erich Haeusler, David M. Mason · Advances in Applied Mathematics · 1988 · 83 citations

Large Deviations, Random Variables, Engineering +10

The Asymptotic Distribution of Trimmed Sums

Sándor Csörgő, Erich Haeusler, David M. Mason · The Annals of Probability · 1988 · 62 citations · Full text

Distributed Random Variables, Engineering, Integrable Probability +13