Likelihood based confidence intervals for the tail index
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Publication:1424687
DOI10.1023/A:1025163807024zbMath1036.62041MaRDI QIDQ1424687
Publication date: 16 March 2004
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1025163807024
confidence intervals; tail index; normal approximation; empirical likelihood method; parametric likelihood method
62F25: Parametric tolerance and confidence regions
62G15: Nonparametric tolerance and confidence regions
62G32: Statistics of extreme values; tail inference
62N02: Estimation in survival analysis and censored data
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