Hill tail-index estimator – alias entry point

One estimator, two catalogue entries; the computation is morie_evt_hill(). See it for the xi > 0 restriction and the role of k.

Usage

morie_evt_hill_alias(x, k = NULL)

Arguments

x, k

as in morie_evt_hill().

Value

the morie_evt_hill() list plus alias_of.

References

Hill (1975), Annals of Statistics 3:1163-1174.

Examples

set.seed(1)
morie_evt_hill_alias((1 - stats::runif(200))^(-1 / 3), k = 30)$alias_of
#> [1] "morie_evt_hill"