A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883)
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scientific article; zbMATH DE number 5135290
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| English | A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX |
scientific article; zbMATH DE number 5135290 |
Statements
A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (English)
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20 March 2007
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coverage probability
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heavy tail
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normal approximation
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0.9023379683494568
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0.8363214731216431
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0.828620433807373
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0.8270432949066162
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0.8082957863807678
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