A Simple General Approach to Inference About the Tail of a Distribution¶
Hill, B. M. (1975). A Simple General Approach to Inference About the Tail of a Distribution. The Annals of Statistics, 3(5), 1163-1174.
Cited by¶
1 citation across 1 artifact.
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Mechanisms¶
- Tail-Index Estimation
- The estimate is notoriously threshold-sensitive
This sourceBases tail-parameter inference on the relatively sparse extreme order statistics rather than the full sample.
- The estimate is notoriously threshold-sensitive
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Registry ID ref:28681d35c578 · see in the full table