Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133)
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scientific article; zbMATH DE number 5899162
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| English | Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions |
scientific article; zbMATH DE number 5899162 |
Statements
Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (English)
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23 May 2011
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extreme values
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generalized Pareto distribu\-tion
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confidence regions
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empirical likelihood
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profile empirical likelihood
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0.835919201374054
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0.8259891867637634
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0.8165880441665649
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0.8035136461257935
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0.7952118515968323
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