A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q217356 |
||
Property / author | |||
Property / author: Liang Peng / rank | |||
Revision as of 04:21, 11 February 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