A Note on the Asymptotic Variance at Optimal Levels of a Bias-Corrected Hill Estimator

AuthID
P-003-NP3
3
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Document Type
Article
Year published
2009
Published
in STATISTICS & PROBABILITY LETTERS, ISSN: 0167-7152
Volume: 79, Issue: 3, Pages: 295-303 (9)
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SCOPUS: 2-s2.0-58149485450
Wos: WOS:000263424000004
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ISSN: 0167-7152
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