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Publications by Jean Nuyts

Inference About the Tail of a Distribution: Improvementon the Hill Estimator

International Journal of Mathematics and Mathematical Sciences

English

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Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator

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A Consistent Estimator of Structural Distribution

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A Note on the Asymptotic Variance at Optimal Levels of a Bias-Corrected Hill Estimator

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Distribution Theory of the Least Squares Averaging Estimator

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Asymptotic Distribution of the Quintile Share Ratio Estimator

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Inference With the Lognormal Distribution

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