On the Generalized Hill Process for Small Parameters and Applications

Gane Samb Lo, El Hadji Deme, Aliou Diop

Let $X_1,X_2,...$ be a sequence of independent copies (s.i.c) of a real random variable (r.v.) $X\ge 1$, with distribution function $df$ $F(x)=\mathbb{P}$ and let $…