A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883): Difference between revisions
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| Property / cites work: Comparison of tail index estimators / rank | |||
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| Property / cites work: Likelihood based confidence intervals for the tail index / rank | |||
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| Property / cites work: Q2756704 / rank | |||
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Revision as of 15:15, 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)
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20 March 2007
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coverage probability
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heavy tail
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normal approximation
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