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Confidence intervals for the tail index - MaRDI portal

Confidence intervals for the tail index (Q5950043)

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scientific article; zbMATH DE number 1679512
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English
Confidence intervals for the tail index
scientific article; zbMATH DE number 1679512

    Statements

    title
    Confidence intervals for the tail index (English)
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    author
    Shi Hong Cheng
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    Liang Peng
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    published in
    Bernoulli
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    publication date
    23 May 2002
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    zbMATH Keywords
    tail index
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    Hill estimator
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    confidence intervals
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    coverage accuracy
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    Identifiers

    DOI
    10.2307/3318540
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    Mathematics Subject Classification ID
    62G32
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    62G15
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    62F25
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    62F12
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    zbMATH DE Number
    1679512
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    OpenAlex ID
    W1976712456
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