Abstract
Summary We present a class of simple estimates of an exponent of regular variation. Unlike those proposed recently by de Haan and Resnick (1980), ours converge at an algebraic rather than a logarithmic rate, and unlike those considered by Teugels (1980), their form does not depend on the unknown exponent.
Keywords
ExponentLogarithmSimple (philosophy)MathematicsVariation (astronomy)Algebraic numberClass (philosophy)Statistical physicsPure mathematicsMathematical analysisPhysicsComputer scienceArtificial intelligence
Affiliated Institutions
Related Publications
Measuring agreement in method comparison studies
Agreement between two methods of clinical measurement can be quantified using the differences between observations made using the two methods on the same subjects. The 95% limit...
Longitudinal Data Analysis Using Generalized Linear Models
This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates o...
Longitudinal data analysis using generalized linear models
This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates o...
Field-theoretic techniques and critical dynamics. II. Ginzburg-Landau stochastic models with energy conservation
The critical dynamics of a stochastic Ginzburg-Landau model of an $N$-component order parameter coupled to a conserved-energy-density field is studied with the help of field-the...
Deformable stochastic boundaries in molecular dynamics
A new approach to studying localized chemical events in condensed phases is developed. The approach provides a simple and convenient method for reducing the total number of solv...
Publication Info
- Year
- 1982
- Type
- article
- Volume
- 44
- Issue
- 1
- Pages
- 37-42
- Citations
- 566
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
566
OpenAlex
Cite This
Peter A. Hall
(1982).
On Some Simple Estimates of an Exponent of Regular Variation.
Journal of the Royal Statistical Society Series B (Statistical Methodology)
, 44
(1)
, 37-42.
https://doi.org/10.1111/j.2517-6161.1982.tb01183.x
Identifiers
- DOI
- 10.1111/j.2517-6161.1982.tb01183.x