Hill estimator of the tail index. This estimator assumes the tail index to be positive. The threshold used is the k+1 order statistic.
vector of sample from a distribution for which the tail index is to be estimated
define the number of order statistics used for the estimation
Hill estimator of the tail index parameter.
Embrechts, P., Kluppelberg, C. and Mikosch, T. (1997), Modelling Extremal Events, Applications of Mathematics, Stochastic Modelling and Applied Probability, Springer
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