Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133): Difference between revisions

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+Residual life time at great age
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+Q3326516
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+A note on the asymptotic normality of the ET method for extreme quantile estimation.
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+A new strong invariance principle for sums of independent random vectors
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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+Likelihood based confidence intervals for the tail index
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Q2756704
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+Statistical inference using extreme order statistics
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+A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
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+Empirical likelihood and general estimating equations
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+Estimating tails of probability distributions
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+LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
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