Confidence intervals for extreme Pareto‐type quantiles (Q5108971)
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scientific article; zbMATH DE number 7197857
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| English | Confidence intervals for extreme Pareto‐type quantiles |
scientific article; zbMATH DE number 7197857 |
Statements
Confidence intervals for extreme Pareto‐type quantiles (English)
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7 May 2020
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confidence interval
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extreme value theory
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least squares
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quantiles
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ridge regression
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saddle-point approximation
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0.91033995
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0.89328897
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0.89064074
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0.88995934
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0.8857082
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