Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions

<p/> <p>Bounds on strong convergences of the Hill-type estimator are established under second-order regularly varying conditions.</p>

Bibliographic Details
Main Authors: Nadarajah Saralees, Peng Zuoxiang
Format: Article
Language:English
Published: SpringerOpen 2006-01-01
Series:Journal of Inequalities and Applications
Online Access:http://www.journalofinequalitiesandapplications.com/content/2006/95124
Description
Summary:<p/> <p>Bounds on strong convergences of the Hill-type estimator are established under second-order regularly varying conditions.</p>
ISSN:1025-5834
1029-242X