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Inference of high quantiles of a heavy-tailed distribution from block data - MaRDI portal

Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711)

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scientific article; zbMATH DE number 7729080
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Inference of high quantiles of a heavy-tailed distribution from block data
scientific article; zbMATH DE number 7729080

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    Inference of high quantiles of a heavy-tailed distribution from block data (English)
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    17 August 2023
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    heavy tailed distribution
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    high quantile
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    confidence interval
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    coverage probability
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    empirical likelihood
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