On the tail index of a heavy tailed distribution
| Year of publication: |
2010
|
|---|---|
| Authors: | Qi, Yongcheng |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 2, p. 277-298
|
| Publisher: |
Springer |
| Subject: | Confidence interval | Coverage probability | Empirical likelihood | Tail index estimation | Edgeworth expansion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596118