Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions |
scientific article |
Statements
Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (English)
0 references
23 May 2011
0 references
extreme values
0 references
generalized Pareto distribu\-tion
0 references
confidence regions
0 references
empirical likelihood
0 references
profile empirical likelihood
0 references
0 references
