STRONG CONVERGENCE BOUNDS OF THE HILL-TYPE ESTIMATOR UNDER SECOND-ORDER REGULARLY VARYING CONDITIONS

Authors

Zuoxiang Peng, Southwest Normal UniversityFollow
Saralees Nadarajah, University of Nebraska - LincolnFollow

Document Type

Article

Date of this Version

2006

Citation

Volume 2006, Article ID 95124, Pages 1–7

Comments

Copyright © 2006 Z. Peng and S. Nadarajah.

DOI 10.1155/JIA/2006/95124

Abstract

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