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Empirical likelihood based confidence intervals for the tail index when

✍ Scribed by Sun, Haoze; Jiang, Yuexiang


Book ID
123379050
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
504 KB
Volume
84
Category
Article
ISSN
0167-7152

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In statistical applications, we often encounter a situation where a substantial number of observations takes zero value and at the same time the non-zero observations are highly skewed. We propose empirical likelihood-based non-parametric conΓΏdence intervals for the mean parameter which have two uni