Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6839473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Empirical likelihood based inference for conditional Pareto-type tail index |
scientific article; zbMATH DE number 6839473 |
Statements
Empirical likelihood based inference for conditional Pareto-type tail index (English)
0 references
15 February 2018
0 references
tail index
0 references
Pareto-type distribution
0 references
empirical likelihood
0 references
estimating equations
0 references
confidence regions
0 references
0 references
0 references
0 references
0 references
0.8002845644950867
0 references
0.7983637452125549
0 references
0.7970505952835083
0 references
0.7968706488609314
0 references
