Empirical likelihood based inference for conditional Pareto-type tail index
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Publication:1698259
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
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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