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Confidence Intervals for the Tail Index

Confidence intervals for the tail index
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Oct 2001 Australia Publisher:JSTORJournal:Bernoulli, volume 7, page 751 (issn: 1350-7265, Copyright policy )
Authors: Cheng, Shihong; Peng, L;

doi: 10.2307/3318540

handle: 1885/68535

Confidence Intervals for the Tail Index

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Australia
Related Organizations
Keywords

Parametric tolerance and confidence regions, confidence interval, Nonparametric tolerance and confidence regions, Statistics of extreme values; tail inference, tail index, Hill estimator, Asymptotic properties of parametric estimators, confidence intervals, coverage accuracy

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 40
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
40
Top 10%
Top 10%
Average
Green
bronze