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Averages of Hill estimators

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  • M. João Martins
  • M. Ivette Gopmes
  • M. Manuela Neves

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  • M. João Martins & M. Ivette Gopmes & M. Manuela Neves, 2004. "Averages of Hill estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 113-128, June.
    • Handle: RePEc:spr:testjl:v:13:y:2004:i:1:p:113-128
    DOI: 10.1007/BF02603003
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    References listed on IDEAS

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    1. Dekkers, A. L. M. & Dehaan, L., 1993. "Optimal Choice of Sample Fraction in Extreme-Value Estimation," Journal of Multivariate Analysis, Elsevier, vol. 47(2), pages 173-195, November.
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    Cited by:

    1. Igor Fedotenkov, 2013. "A bootstrap method to test for the existence of finite moments," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 315-322, June.

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