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

Abstract

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

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Correspondence to Saralees Nadarajah.

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Peng, Z., Nadarajah, S. Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions. J Inequal Appl 2006, 95124 (2006). https://doi.org/10.1155/JIA/2006/95124

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Keywords

  • Strong Convergence
  • Convergence Bound
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