A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator - Concepedia

Concepedia

Publication | Open Access

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

DOI Full Paper Access

34

Citations

18

References

2008

Year

M. Ivette Gomes, Dínis Pestana, Frederico Caeiro

Statistics & Probability Letters

Large DeviationsParameter EstimationEngineeringEstimation StatisticOptimal LevelsStatistical InferenceAsymptotic VarianceMathematical StatisticBias-corrected Hill EstimatorEstimation TheoryStatistics

References

	Year	Citations

Page 1