A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Liang Peng / rank | |||
Property / author | |||
Property / author: Liang Peng / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Penultimate Approximation for Hill's Estimator / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Comparison of tail index estimators / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4343010 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Likelihood based confidence intervals for the tail index / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2756704 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A new method of calibration for the empirical loglikelihood ratio / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 16:15, 25 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX |
scientific article |
Statements
A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (English)
0 references
20 March 2007
0 references
coverage probability
0 references
heavy tail
0 references
normal approximation
0 references