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
Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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Cites Work
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