Semi-parametric estimation for heavy tailed distributions

A Simple General Approach to Inference About the Tail of a Distribution

Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

Natural Sciences, Mathematics, Bayesian Data Analysis +15

On Some Simple Estimates of an Exponent of Regular Variation

Peter A. Hall · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1982 · 577 citations

Natural Sciences, Mathematics, Probability Theory +2

Estimation of Parameters and Large Quantiles Based on the <i>k</i> Largest Observations

Ishay Weissman · Journal of the American Statistical Association · 1978 · 470 citations

Natural Sciences, Mathematics, Econometrics +16

Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation

Herman Chernoff, Joseph L. Gastwirth, M. V. Johns · The Annals of Mathematical Statistics · 1967 · 324 citations · Full text

Natural Sciences, Mathematics, Probability Theory +15

Adaptive Estimates of Parameters of Regular Variation

Peter A. Hall, A. H. Welsh · The Annals of Statistics · 1985 · 306 citations · Full text

Natural Sciences, Decision Sciences, Statistics +14