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Inference about the Tail of a Distribution : Improvementon the Hill Estimator
Author
Source
International Journal of Mathematics and Mathematical Sciences
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-06-30
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
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 and coherent and often provides an efficient remedy in the bad situations, especially when the distribution is decreasing slowly, when the data is restricted by external cuts to lie within a finite domain, or even when the distribution is increasing.
American Psychological Association (APA)
Nuyts, Jean. 2010. Inference about the Tail of a Distribution : Improvementon the Hill Estimator. International Journal of Mathematics and Mathematical Sciences،Vol. 2010, no. 2010, pp.1-16.
https://search.emarefa.net/detail/BIM-508456
Modern Language Association (MLA)
Nuyts, Jean. Inference about the Tail of a Distribution : Improvementon the Hill Estimator. International Journal of Mathematics and Mathematical Sciences No. 2010 (2010), pp.1-16.
https://search.emarefa.net/detail/BIM-508456
American Medical Association (AMA)
Nuyts, Jean. Inference about the Tail of a Distribution : Improvementon the Hill Estimator. International Journal of Mathematics and Mathematical Sciences. 2010. Vol. 2010, no. 2010, pp.1-16.
https://search.emarefa.net/detail/BIM-508456
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-508456