Smooth Hill Estimator

class tailestim.estimators.smooth_hill.SmoothHillEstimator(r_smooth=2, **kwargs)

Bases: BaseTailEstimator

Smooth Hill estimator for tail index estimation.

This class implements the Smooth Hill estimator, which applies smoothing to the classical Hill estimator. It does not use bootstrap procedures.

Parameters:

r_smoothint, default=2

Integer parameter controlling the width of smoothing window. Typically small value such as 2 or 3.

**kwargsdict

Additional parameters (not used by this estimator).

__init__(r_smooth=2, **kwargs)

get_params()

Get the parameters of the estimator.

Returns:

dict

Dictionary containing the parameters of the estimator.

get_result()

Get the estimated parameters.

Attributes:

estimatorBaseTailEstimator

The estimator instance (e.g., HillEstimator, PickandsEstimator, etc.) used for estimation.

k_arrnp.ndarray

Array of order statistics.

xi_arrnp.ndarray

Array of tail index estimates.

Returns:

TailEstimatorResult

Examples

from tailestim import TailData
from tailestim import HillEstimator

data = TailData(name='Pareto').data

# Initialize and fit Smooth Hill estimator
smooth_hill = SmoothHillEstimator()
smooth_hill.fit(data)

# Get estimated values
res = smooth_hill.get_result()