BOOK-CHAPTER
Asymptotic Normality of Hill’s Estimator
Year: 1989 Lecture notes in statistics Pages: 148-155 Publisher: Springer Nature
Keywords:
Estimator Quantile Mathematics Asymptotic distribution Normality Applied mathematics Local asymptotic normality Class (philosophy) Trimmed estimator Statistics Consistent estimator Econometrics Minimum-variance unbiased estimator Computer science Artificial intelligence
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Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Distribution Estimation and Applications
Physical Sciences → Mathematics → Statistics and Probability
Market Dynamics and Volatility
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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