Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934)

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Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
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    Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (English)
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    15 September 2004
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    empirical likelihood method
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    heavy tail
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    Hill estimator
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    normal approximation
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    stable law
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    tail index
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    tables
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    simulations
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