Table 4 Optimal sample fractions and...

Table 4

Optimal sample fractions and estimate values of the tail index γ₁ = 0.8 based on 1,000 samples of size 300 for the four scenarios with p = 0.9

	k*	${\hat{γ}}_{1}$	k*	${\hat{γ}}_{1}^{(B M N)}$	k*	${\hat{γ}}_{1}^{(W)}$
S1	90	0.804	90	0.806	90	0.807
S2	34	0.845	34	0.846	34	0.846
S3	40	0.831	40	0.831	40	0.831
S4	71	0.814	71	0.814	71	0.815

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