IDEAS home Printed from https://ideas.repec.org/a/hin/jijmms/924013.html
   My bibliography  Save this article

Inference about the Tail of a Distribution: Improvementon the Hill Estimator

Author

Listed:
  • Jean Nuyts

Abstract

The Hill estimator is often used to infer the power behavior in tails of experimental distribution functions. This estimator is known to produce bad results in certain situations which have lead to the so-called Hill horror plots. In this brief note, we propose an improved estimator which is simple and coherent and often provides an efficient remedy in the bad situations, especially when the distribution is decreasing slowly, when the data is restricted by external cuts to lie within a finite domain, or even when the distribution is increasing.

Suggested Citation

  • Jean Nuyts, 2010. "Inference about the Tail of a Distribution: Improvementon the Hill Estimator," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2010, pages 1-16, June.
    • Handle: RePEc:hin:jijmms:924013
    DOI: 10.1155/2010/924013
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/IJMMS/2010/924013.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/IJMMS/2010/924013.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2010/924013?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Igor Fedotenkov, 2020. "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jijmms:924013. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.