Drees, H.

1=2 hill plot order statistic distribution resnick theorem j g dt figure estimate pareto gamma number value probability estimator hill estimator pareto distribution su ciently sequence university process proof condition variable althill plot sample brownian motion alt plot order statistics 1= log n erasmus university rotterdam function 1 i n logln althill =kn 1 t jn i ln 1 peraltkn 1=2 perhill uniform convergence theorem 1998. 0.6 0.4 1.0 0.8 limit convergence +1=sj ciently stric estimation method log n log i result neighborhood perhillkn 1=2 peraltkn 0.2 motion 1997. brownian observation okn 1=2 knn 2n variation op kn 1=2 discussion size 5000 1.2 mapping argument behavior peraltkn 1=2 theorem 1. ln =kn argument kaufmann sidney resnick 1 i ln