Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions.
Peng, Zuoxiang ; Nadarajah, Saralees
Journal of Inequalities and Applications [electronic only], Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JIA/2006/95124
EUDML-ID : urn:eudml:doc:126389
@article{05028497,
     title = {Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions.},
     journal = {Journal of Inequalities and Applications [electronic only]},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JIA/2006/95124},
     zbl = {1095.62062},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05028497}
}
Peng, Zuoxiang; Nadarajah, Saralees. Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions.. Journal of Inequalities and Applications [electronic only], Tome 2006 (2006) . doi : 10.1155/JIA/2006/95124. http://gdmltest.u-ga.fr/item/05028497/