FRAGA A M I.A Location Invariant Hill-Type Estimator[J].Extremes, 2001, 4(3):199-217. doi: 10.1023/A:1015226104400
DE HAAN L, TANK A K, NEVES C.On Tail Trend Detection:Modeling Relative Risk[J].Extremes, 2015, 18(2):141-178. doi: 10.1007/s10687-014-0207-8
PICKANDS J.Statistical Inference Using Extreme Order Statistics[J].Annals of Statistics, 1975, 3(1):119-131. doi: 10.1214/aos/1176343003
CHENG S, HAAN L D.Penultimate Approximation for Hill's Estimator[J].Scandinavian Journal of Statistics, 2001, 28(3):569-575. doi: 10.1111/sjos.2001.28.issue-3
DE HAAN L, FERREIRA A.Extreme Value Theory[M].Berlin:Springer, 2006.
凌成秀.位置不变的矩型估计量的渐近性质[D].重庆: 西南师范大学, 2005.