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Tail prepivoting for the Hill estimator

Journal Article published 12 Apr 2016 in Journal of Physics A: Mathematical and Theoretical volume 49 issue 19 on page 194004

Research funded by Fundação para a Ciência e a Tecnologia (FAPESP/19805/2014, PTDC/MAT/120346/2010, SFRH/BPD/66040/2009, SFRH/BPD/66174/2009, UID/MAT/00144/2013)

Authors: Margarida Brito, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas