A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
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Publication:3429883
DOI10.1111/j.1467-842X.2006.00425.xzbMath1115.62053MaRDI QIDQ3429883
Publication date: 20 March 2007
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
62G15: Nonparametric tolerance and confidence regions
62G32: Statistics of extreme values; tail inference
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