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Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation - MaRDI portal

Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (Q6618103)

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scientific article; zbMATH DE number 7925559
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Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
scientific article; zbMATH DE number 7925559

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    Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (English)
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    14 October 2024
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    tail conditional allocation
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    order statistics
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    concomitants
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    resampling
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    coverage probability
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