Digital Signal Processing Reference
In-Depth Information
42.
B.M. Hill, A simple general approach to inference about the tail of a distribution,
Ann. Stat. ,3,1163-1174, 1975.
43.
S. Resnick and C. Starica, Consistency of Hill's estimator for dependent data, J.
Appl. Prob. , 32, 139-167, 1995.
44.
M. Kratz and S. Resnick, The qq-estimator and heavy tails, Commun. Stat. Stochas-
tic Models , 12(4), 699-724, 1996.
Search WWH ::




Custom Search