On the tail index of a heavy tailed distribution (Q904090)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6531037
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the tail index of a heavy tailed distribution |
scientific article; zbMATH DE number 6531037 |
Statements
On the tail index of a heavy tailed distribution (English)
0 references
15 January 2016
0 references
confidence interval
0 references
coverage probability
0 references
empirical likelihood
0 references
tail index estimation
0 references
Edgeworth expansion
0 references
0 references
0.8404649496078491
0 references
0.8397167325019836
0 references
0.8388878703117371
0 references
0.8388878703117371
0 references
