Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646)
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scientific article; zbMATH DE number 7101643
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| English | Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution |
scientific article; zbMATH DE number 7101643 |
Statements
Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (English)
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5 September 2019
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tail index
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heavy-tailed distribution
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empirical likelihood
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adjusted empirical likelihood
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coverage probability
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0.9023379683494568
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0.8397167325019836
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0.8000789284706116
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0.7864839434623718
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0.7837753295898438
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