Journal of Inequalities and Applications
Volume 2006 (2006), Article ID 95124, 7 pages

Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions

Zuoxiang Peng1 and Saralees Nadarajah2

1Department of Mathematics, Southwest Normal University, Chongqing 400715, China
2Department of Statistics, University of Nebraska–Lincoln, Lincoln 68583, NE, USA

Received 22 April 2005; Revised 7 July 2005; Accepted 10 July 2005

Copyright © 2006 Zuoxiang Peng and Saralees Nadarajah. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


Bounds on strong convergences of the Hill-type estimator are established under second-order regularly varying conditions.