Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures

DOI10.1080/03610918.2020.1747075OpenAlexW3014761350MaRDI QIDQ5867490

Milan Jovanović, Tatjana Miljkovic, Ryan M. Causey

Publication date: 14 September 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1747075

zbMATH Keywords

quantilesextreme value theorymixture modelsFréchet distributiongeneralized Pareto distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures

Uses Software

• R
• BRENT

Cites Work

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