Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711)
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scientific article; zbMATH DE number 7729080
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| English | Inference of high quantiles of a heavy-tailed distribution from block data |
scientific article; zbMATH DE number 7729080 |
Statements
Inference of high quantiles of a heavy-tailed distribution from block data (English)
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17 August 2023
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heavy tailed distribution
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high quantile
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confidence interval
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coverage probability
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empirical likelihood
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0.88902783
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0.8835471
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0.87708044
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0.8717791
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0.8637395
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0.86001277
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0.85872245
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0.85749257
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