Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
type: Item
instance of: scholarly article
title: Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
zbMATH Open document ID: 1305.62198
DOI: 10.1214/14-EJS944
author: Arlene K. H. Kim
author: Alexandra Carpentier
published in: Electronic Journal of Statistics
publication date: 2014-11-12T00:00:00Z
full work available at URL: https://arxiv.org/abs/1312.2968
full work available at URL: https://projecteuclid.org/euclid.ejs/1414588187
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6368821
zbMATH Keywords: confidence intervals
zbMATH Keywords: minimax testing
zbMATH Keywords: Pareto model
zbMATH Keywords: extreme value theory
MaRDI profile type: Publication
arXiv ID: 1312.2968
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description: scientific article; zbMATH DE number 6368821