Empirical likelihood based confidence regions for first order parameters of heavy-tailed distributions

Journal of Statistical Planning and Inference

Volumn 141, Issue 8, 2011, Pages 2769-2786

  Worms, Julien ^a   Worms, Rym ^b  

^a UNIVERSITÉ DE VERSAILLES SAINT QUENTIN EN YVELINES   (France)

^b UNIVERSITÉ PARIS EST CRÉTEIL   (France)

Author keywords

Confidence regions; Empirical likelihood; Extreme values; Generalized Pareto distribution; Profile empirical likelihood

Indexed keywords

EID: 79954616421     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2011.03.002     Document Type: Article

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