May 1, 2013 · Keywords · Extreme values theory · Asymptotic distribution · Functional Gaussian and nongaussian laws · Uniform entropy numbers · Asymptotic ...
May 1, 2013 · Journal: Journal of Statistical Theory and Applications ; Volume-Issue: 12 - 1 ; Pages: 21 - 38 ; Publication Date: 2013/05/01 ; ISSN (Online): 2214 ...
On the Generalized Hill Process for Small Parameters and ...
ui.adsabs.harvard.edu › abs › arXiv:1111
NASA/ADS · On the Generalized Hill Process for Small Parameters and Applications.
Abstract. The law of the functional Hill process is guided by sums of inde-pendent random variables (rv) when the distribution function (df) of the data is in ...
In this paper we indicate that for Berry-Essen Types of normal approximation and related asymptotic normality of generalized Hill estimators, we do not ...
Nov 19, 2011 · On the Generalized Hill Process for Small Parameters and Applications. By Gane Samb Lo and others. Let X_{1},X_{2},... be a sequence of ...
This is a functional generalized Hill process including as many new estimators of the extremal index when $F$ is in the extremal domain. We focus in this paper ...
On the Generalized Hill Process for Small Parameters and Applications. Gane Samb Lo, El Hadji Deme, Aliou Diop. Pages: 21 - 38. Article details · Download ...
This is a functional generalized Hill process including as many new estimators of the extreme value index when. F is in the extreme value domain.
On the Generalized Hill Process for Small Parameters and Applications ... A functional Generalized Hill process and applications. Article. Nov 2011.