OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES
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Publication:2810364
DOI10.1111/j.1467-842X.2008.00523.xzbMath1337.62111MaRDI QIDQ2810364
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Publication date: 1 June 2016
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
diagnostic analysisminimum variance unbiased estimateuniformly most powerful testregularly varying tailFréchet extremeslargest order statistics
Point estimation (62F10) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)
Cites Work
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- A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
- Stochastic Limit Theory
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