Inference about the Tail of a Distribution: Improvementon the Hill Estimator
The Hill estimator is often used to infer the power behavior in tails of experimental distribution functions. This estimator is known to produce bad results in certain situations which have lead to the so-called Hill horror plots. In this brief note, we propose an improved estimator which is simple...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2010-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2010/924013 |
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