Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data

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Publication:1848960

DOI10.1214/aos/1028674844zbMath1029.62079OpenAlexW2029609476MaRDI QIDQ1848960

Nader Tajvidi, Liang Peng, Hall, Peter

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1028674844




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