Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133): Difference between revisions
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scientific article
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English | Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions |
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Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (English)
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23 May 2011
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extreme values
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generalized Pareto distribu\-tion
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confidence regions
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empirical likelihood
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profile empirical likelihood
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