Inference of high quantiles of a heavy-tailed distribution from block data

DOI10.1080/02331888.2023.2228442arXiv2207.07988MaRDI QIDQ6132711

Mengzi Xie, Jing-Ping Yang, Yongcheng Qi

Publication date: 17 August 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.07988

zbMATH Keywords

confidence intervalcoverage probabilityempirical likelihoodhigh quantileheavy tailed distribution

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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