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