scientific article; zbMATH DE number 1538084
From MaRDI portal
Publication:4518947
zbMATH Open1007.62510MaRDI QIDQ4518947FDOQ4518947
Authors: S. Yu. Novak 
Publication date: 23 August 2001
Title of this publication is not available (Why is that?)
Recommendations
- Confidence intervals for the tail index
- Likelihood based confidence intervals for the tail index
- Interval estimation for a measure of tail dependence
- Interval estimation via tail functions
- Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
- Bootstrap confidence intervals for tail indices.
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\)
- Estimation of confidence intervals for quantiles in a finite population
Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)
Cited In (6)
- Title not available (Why is that?)
- Confidence intervals for the tail index
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
- An estimator of the tail index based on increment ratio statistics
- Likelihood based confidence intervals for the tail index
- Interval estimation for a measure of tail dependence
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4518947)
