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~institution:"Tilburg University, Center for Economic Research"
~person:"Cuntz, A."
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Cuntz, A.
Verbeek, M.J.C.M.
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Edgeworth Expansions for the Distribution Function of the Hill Estimator
Cuntz, A.
;
Haeusler, E.
;
Segers, J.J.J.
-
Tilburg University, Center for Economic Research
-
2003
We establish Edgeworth expansions for the distribution function of the centered and normalized Hill estimator for the positive extreme value index.
Persistent link: https://www.econbiz.de/10011091899
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