A shift-optimized Hill-type estimator
| dc.creator | Rácz, Éva | |
| dc.creator | Kertész, János | |
| dc.creator | Eisler, Zoltán | |
| dc.date | 2009-05-19 | |
| dc.date.accessioned | 2026-07-07T13:16:29Z | |
| dc.date.available | 2026-07-07T13:16:29Z | |
| dc.description | A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to other estimators in case the asymptotics of the distribution is indeed a pure power-law, however,systematic errors occur if the distribution is altered by simply shifting it. We demonstrate some related problems which typically emerge when dealing with empirical data and suggest a procedure designed to extend the applicability of the Hill estimator. | |
| dc.description | 5 pages, 7 figures | |
| dc.identifier | https://arxiv.org/abs/0905.3096 | |
| dc.identifier | http://arxiv.org/abs/0905.3096 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/230807 | |
| dc.subject | Data Analysis, Statistics and Probability | |
| dc.title | A shift-optimized Hill-type estimator | |
| dc.type | text |