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Smoothing the Hill Estimator
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- Journal:
- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
- Published online by Cambridge University Press:
- 01 July 2016, pp. 271-293
- Print publication:
- March 1997
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Consistency of Hill's estimator for dependent data
- Part of
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- Journal:
- Journal of Applied Probability / Volume 32 / Issue 1 / March 1995
- Published online by Cambridge University Press:
- 14 July 2016, pp. 139-167
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- March 1995
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