Pages that link to "Item:Q538133"

The following pages link to Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133):

Displaying 8 items.

• Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
• Confidence intervals and accuracy estimation for heavy-tailed generalized Pareto distributions (Q1775993) (← links)
• Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)