@techreport{345501c7c6224b048d2798c71e055dc7,
title = "Edgeworth Expansions for the Distribution Function of the Hill Estimator",
abstract = "We establish Edgeworth expansions for the distribution function of the centered and normalized Hill estimator for the positive extreme value index.",
keywords = "estimation, variation, statistical distribution",
author = "A. Cuntz and E. Haeusler and J.J.J. Segers",
note = "Pagination: 21",
year = "2003",
language = "English",
volume = "2003-8",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",
}