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

Journal of Inequalities and Applications volume 2006, Article number: 95124 (2006) Cite this article

Abstract

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

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Authors and Affiliations

  1. Department of Mathematics, Southwest Normal University, Chongqing, 400715, China

    Zuoxiang Peng

  2. Department of Statistics, University of Nebraska–Lincoln, Lincoln, NE, 68583, USA

    Saralees Nadarajah

Authors
  1. Zuoxiang Peng
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  2. Saralees Nadarajah
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Correspondence to Saralees Nadarajah.

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Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License ( https://creativecommons.org/licenses/by/2.0 ), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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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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  • DOI: https://doi.org/10.1155/JIA/2006/95124

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