Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85458
Authors: 
Cheng, S.
de Haan, L.F.M.
Year of Publication: 
1999
Series/Report no.: 
Tinbergen Institute Discussion Paper 99-062/4
Abstract: 
We prove that the probability distribution of Hill's estimator can be betterapproximated by a series of appropriate gamma distributions than by the limitingnormal distribution.
Document Type: 
Working Paper

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