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On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation

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References

1982On Some Simple Estimates of an Exponent of Regular Variation564 cited
1982Laws of Large Numbers for Sums of Extreme Values278 cited

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1998On asymptotic normality of the hill estimator76 cited
2013The harmonic moment tail index estimator: asymptotic distribution and robustness72 cited

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1997

Asymptotic behavior of hill's estimator for autoregressive data

71 cited

1997Second-order regular variation, convolution and the central limit theorem69 cited

2004Estimating catastrophic quantile levels for heavy-tailed distributions68 cited