Hybrid-Hill Estimator Using Block Maxima for Heavy-Tailed Distributions
Research#Statistics🔬 Research|Analyzed: Jan 10, 2026 08:38•
Published: Dec 22, 2025 12:33
•1 min read
•ArXivAnalysis
This ArXiv article likely presents a novel statistical method for estimating the tail index of heavy-tailed distributions. The use of a hybrid approach and block maxima suggests an effort to improve the robustness or efficiency of the Hill estimator.
Key Takeaways
- •The paper introduces a hybrid estimator for heavy-tailed distributions.
- •The method leverages block maxima for estimation.
- •This approach aims to enhance the accuracy or stability of the Hill estimator.
Reference / Citation
View Original"The research focuses on a hybrid Hill estimator."