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<p>We investigate the family of the so-called generalized Hill statistics introduced in [<CitationRef CitationID="CR22">22</CitationRef>]. We provide a multi-variate limit theorem for the generalized Hill statistics with different tuning parameters. The result is proved by means of Drees uniform inequalities. As an application, we consider a new family of estimators for a positive extreme value index.</p>

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A multivariate limit theorem for generalized Hill statistics

  • 期刊论文

  • 发表日期：

    2025年1月27日

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  • Marijus Vaičiulis

摘要

We investigate the family of the so-called generalized Hill statistics introduced in [22]. We provide a multi-variate limit theorem for the generalized Hill statistics with different tuning parameters. The result is proved by means of Drees uniform inequalities. As an application, we consider a new family of estimators for a positive extreme value index.