Confidence intervals for extreme Pareto‐type quantiles (Q5108971)
From MaRDI portal
scientific article; zbMATH DE number 7197857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals for extreme Pareto‐type quantiles |
scientific article; zbMATH DE number 7197857 |
Statements
Confidence intervals for extreme Pareto‐type quantiles (English)
0 references
7 May 2020
0 references
confidence interval
0 references
extreme value theory
0 references
least squares
0 references
quantiles
0 references
ridge regression
0 references
saddle-point approximation
0 references
