Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitlePenultimate Approximation for Hill's Estimator.AuthorsCheng, S.; de Haan, L.AbstractInvestigates the penultimate approximation for Hill's estimator. Tail index of a probability distribution; Details on the standardized version of the gamma distribution function; Density of the distribution.SubjectsAPPROXIMATION theory; PROBABILITY theory; GAMMA functionsPublicationScandinavian Journal of Statistics, 2001, Vol 28, Issue 3, p569ISSN0303-6898Publication typeArticleDOI10.1111/1467-9469.00255