A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood (Q2794796)
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scientific article; zbMATH DE number 6554470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood |
scientific article; zbMATH DE number 6554470 |
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A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood (English)
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11 March 2016
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extreme values
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tail index
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comparison test
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Hill estimator
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empirical likelihood
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