Journal of Inequalities and Applications 
Volume 2006 (2006), Article ID 95124, 7 pages
doi:10.1155/JIA/2006/95124

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

Abstract

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