Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
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Publication:470495
DOI10.1214/14-EJS944zbMath1305.62198arXiv1312.2968MaRDI QIDQ470495
Arlene K. H. Kim, Alexandra Carpentier
Publication date: 12 November 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.2968
Nonparametric hypothesis testing (62G10) Parametric tolerance and confidence regions (62F25) Statistics of extreme values; tail inference (62G32)
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