Asymptotic predictive inference of negative lower tail index distributions

DOI10.1515/ms-2023-0095zbMath1524.60103MaRDI QIDQ6088283

Amany E. Aly

Publication date: 16 November 2023

Published in: Mathematica Slovaca (Search for Journal in Brave)

zbMATH Keywords

order statisticsMonte Carlo simulationmaximum likelihood methodextreme value theoryprobability coverageasymptotic predicative interval

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05)

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