On the tail index of a heavy tailed distribution
type: Item
instance of: scholarly article
title: On the tail index of a heavy tailed distribution
zbMATH Open document ID: 1440.62172
author: Yongcheng Qi
published in: Annals of the Institute of Statistical Mathematics
publication date: 2016-01-15T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G15
zbMATH DE Number: 6531037
zbMATH Keywords: confidence interval
zbMATH Keywords: coverage probability
zbMATH Keywords: empirical likelihood
zbMATH Keywords: tail index estimation
zbMATH Keywords: Edgeworth expansion
MaRDI profile type: Publication
full work available at URL: s10463-008-0176-2
OpenAlex ID: W1975527973
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DOI: 10.1007/S10463-008-0176-2
description: scientific article; zbMATH DE number 6531037