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"A simple generalisation of the Hill estimator."

M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana (2013)

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DOI: 10.1016/J.CSDA.2012.07.019

access: closed

type: Journal Article

metadata version: 2020-02-18

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M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana:
A simple generalisation of the Hill estimator. Comput. Stat. Data Anal. 57(1): 518-535 (2013)

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