Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\)
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Publication:2444391
DOI10.1016/j.spl.2013.10.001zbMath1288.62072OpenAlexW2066052036MaRDI QIDQ2444391
Publication date: 9 April 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.10.001
Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)
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