Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

DOI10.1007/s10463-024-00904-xMaRDI QIDQ6618103

Ričardas Zitikis, N. V. Gribkova, Jianxi Su

Publication date: 14 October 2024

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

order statisticsresamplingcoverage probabilityconcomitantstail conditional allocation

Mathematics Subject Classification ID

Statistics (62-XX)

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