Non-parametric tests for the tail equivalence via empirical likelihood

DOI10.1080/03610926.2016.1242736zbMath1380.62193OpenAlexW2535970608MaRDI QIDQ4595854

Yi Zhang, Huaigang Long, Haoze Sun, Yuexiang Jiang

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1242736

zbMATH Keywords

empirical likelihoodextreme value indexnonparametric testtail equivalence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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