HILLPLOT: Stata module to draw Hill plots for distribution tails

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: Data are for a variable x with distribution function F(x). Ordered values are labelled x_(1) >= ... >= x_(n). Note that indexing here is the reverse of a more common convention. Given some slowly varying function L(x): if pr(X > x) = 1 - F(x) = L(x) x^-alpha for large x and alpha > 0, then for k

Language: Stata
Requires: Stata version 8.2
Keywords: Hill plot; distributions; graphics; extremes (search for similar items in EconPapers)
Date: 2026-10-25
Note: This module should be installed from within Stata by typing "ssc install hillplot". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/h/hillplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hillplot.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459945

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