A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator - NOVA Math

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

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NOVA Math Publications

Statistics and Risk Management

Article
Gomes,MI;Pestana,D;Caeiro,F
STATISTICS & PROBABILITY LETTERS

2009
79
3
295-303
10.1016/j.spl.2008.08.016