Confidence regions for high quantiles of a heavy tailed distribution (Q449958): Difference between revisions

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+G15
@@ Property / Mathematics Subject Classification ID: 62G15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
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+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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@@ Property / zbMATH DE Number @@
+6075577
@@ Property / zbMATH DE Number: 6075577 / rank @@
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@@ Property / zbMATH Keywords @@
+data tilting
@@ Property / zbMATH Keywords: data tilting / rank @@
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@@ Property / zbMATH Keywords @@
+empirical likelihood method
@@ Property / zbMATH Keywords: empirical likelihood method / rank @@
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+math/0611278
@@ Property / arXiv ID: math/0611278 / rank @@
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+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
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@@ Property / cites work @@
+Q4342744
@@ Property / cites work: Q4342744 / rank @@
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+Empirical likelihood is Bartlett-correctable
@@ Property / cites work: Empirical likelihood is Bartlett-correctable / rank @@
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+On optimising the estimation of high quantiles of a probability distribution
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@@ Property / cites work @@
+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
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@@ Property / cites work @@
+Q3242523
@@ Property / cites work: Q3242523 / rank @@
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@@ Property / cites work @@
+Methodology and Algorithms of Empirical Likelihood
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@@ Property / cites work @@
+Data Tilting for Time Series
@@ Property / cites work: Data Tilting for Time Series / rank @@
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@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+Estimation of quantiles of the maximum of <i>N</i> observations
+Normal rank
@@ Property / cites work @@
+Likelihood based confidence intervals for the tail index
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@@ Property / cites work @@
+Empirical likelihood ratio confidence intervals for a single functional
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
+Normal rank
@@ Property / cites work @@
+Q2756704
@@ Property / cites work: Q2756704 / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
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@@ Property / cites work @@
+Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution
+Normal rank
@@ Property / cites work @@
+Q3692669
@@ Property / cites work: Q3692669 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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@@ links / mardi / name / links / mardi / name @@
+Publication:449958