A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883): Difference between revisions

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+Penultimate Approximation for Hill's Estimator
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+Comparison of tail index estimators
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+Q4343010
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+Likelihood based confidence intervals for the tail index
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+Q2756704
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+Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution
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+A new method of calibration for the empirical loglikelihood ratio
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+https://doi.org/10.1111/j.1467-842x.2006.00425.x
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