Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions
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Publication:538133
DOI10.1016/j.jspi.2011.03.002zbMath1213.62080arXiv1008.3229MaRDI QIDQ538133
Publication date: 23 May 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.3229
extreme values; confidence regions; empirical likelihood; generalized Pareto distribu\-tion; profile empirical likelihood
62G05: Nonparametric estimation
62G15: Nonparametric tolerance and confidence regions
62G32: Statistics of extreme values; tail inference
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