BOOK-CHAPTER

Asymptotic Normality of Hill’s Estimator

Jan BeirlantJozef L. Teugels

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

Metrics

34
Cited By
4.12
FWCI (Field Weighted Citation Impact)
12
Refs
0.91
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

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

Related Documents

JOURNAL ARTICLE

Ratio of Generalized Hill’s estimator and its asymptotic normality theory

Aliou DiopGane Samb Lô

Journal:   Mathematical Methods of Statistics Year: 2009 Vol: 18 (2)Pages: 117-133
JOURNAL ARTICLE

The Asymptotic Behavior of Hill’s Estimator

Jan BeirlantJ. K. Teugels

Journal:   Theory of Probability and Its Applications Year: 1987 Vol: 31 (3)Pages: 463-469
JOURNAL ARTICLE

Asymptotic normality of Powell’s kernel estimator

Kengo Kato

Journal:   Annals of the Institute of Statistical Mathematics Year: 2010 Vol: 64 (2)Pages: 255-273
JOURNAL ARTICLE

Asymptotic Normality of a Combined Regression Estimator

Yanqin FanAman Ullah

Journal:   Journal of Multivariate Analysis Year: 1999 Vol: 71 (2)Pages: 191-240
© 2026 ScienceGate Book Chapters — All rights reserved.