论文信息 - On Some Simple Estimates of an Exponent of Regular Variation

On Some Simple Estimates of an Exponent of Regular Variation

SUMMARY We present a class of simple estimates of an exponent of regular variation. Unlike those proposed recently by de Haan and Resnick (1980), ours converge at an algebraic rather than a logarithmic rate, and unlike those considered by Teugels (1980), their form does not depend on the unknown exponent.

P. Hall

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