Empirical likelihood confidence intervals for the endpoint of a distribution function

DOI10.1007/s11749-010-0204-4zbMath1274.62346OpenAlexW2116894628MaRDI QIDQ1761529

Deyuan Li, Liang Peng, Yongcheng Qi

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-010-0204-4

zbMATH Keywords

confidence intervalcoverage probabilityempirical likelihood methodendpoint

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

Related Items (7)

Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ On dealing with the unknown population minimum in parametric inference ⋮ Empirical likelihood based inference for conditional Pareto-type tail index ⋮ Estimating an endpoint with high-order moments ⋮ Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) ⋮ Estimating an endpoint with high order moments in the Weibull domain of attraction ⋮ Extreme value index estimator using maximum likelihood and moment estimation

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