Empirical likelihood based inference for conditional Pareto-type tail index

DOI10.1016/j.spl.2017.10.021zbMath1436.62062OpenAlexW2770131293MaRDI QIDQ1698259

Yaolan Ma, Yuexiang Jiang, Wei Huang

Publication date: 15 February 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.10.021

zbMATH Keywords

tail indexconfidence regionsestimating equationsempirical likelihoodPareto-type distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Exact distribution theory in statistics (62E15) General nonlinear regression (62J02)

Related Items (2)

Efficient estimation of partially linear tail index models using B‐splines ⋮ An enhanced method for tail index estimation under missingness

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