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

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+Comparison of tail index estimators
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+Q4342744
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+Empirical likelihood is Bartlett-correctable
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+Q4343010
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+On optimising the estimation of high quantiles of a probability distribution
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+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
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+Q3242523
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+Methodology and Algorithms of Empirical Likelihood
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+Data Tilting for Time Series
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+A simple general approach to inference about the tail of a distribution
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+Estimation of quantiles of the maximum of <i>N</i> observations
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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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+Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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