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Empirical likelihood based inference for conditional Pareto-type tail index - MaRDI portal

Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259)

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scientific article; zbMATH DE number 6839473
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English
Empirical likelihood based inference for conditional Pareto-type tail index
scientific article; zbMATH DE number 6839473

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    Empirical likelihood based inference for conditional Pareto-type tail index (English)
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    15 February 2018
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    tail index
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    Pareto-type distribution
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    empirical likelihood
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    estimating equations
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    confidence regions
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