@techreport{e635c4768fa84f16876025a15474bd68,
title = "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator",
abstract = "AMS classifications: 62G20, 62G32;",
keywords = "asymptotic normality, confidence intervals, Edgeworth expansions, extreme value index, Hill estimator, regular variation, tail index",
author = "E. Haeusler and J. Segers",
note = "Subsequently published in Bernoulli, 2007 Pagination: 27",
year = "2005",
language = "English",
volume = "2005-129",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",
}