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Confidence regions for high quantiles of a heavy tailed distribution - MaRDI portal

Confidence regions for high quantiles of a heavy tailed distribution (Q449958)

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scientific article; zbMATH DE number 6075577
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English
Confidence regions for high quantiles of a heavy tailed distribution
scientific article; zbMATH DE number 6075577

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    Confidence regions for high quantiles of a heavy tailed distribution (English)
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    3 September 2012
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    data tilting
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    empirical likelihood method
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