Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models |
scientific article |
Statements
Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (English)
0 references
12 November 2014
0 references
confidence intervals
0 references
minimax testing
0 references
Pareto model
0 references
extreme value theory
0 references
0 references
0 references