Empirical likelihood confidence intervals for the endpoint of a distribution function
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 20 (2011)
Issue (Month): 2 (August)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- Zhou, Chen, 2009. "Existence and consistency of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 794-815, April.
- Einmahl, J.H.J. & Segers, J.J.J., 2009.
"Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-3240401, Tilburg University.
- Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper 2008-42, Tilburg University, Center for Economic Research.
- Einmahl, J. & Dekkers, A. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Open Access publications from Tilburg University urn:nbn:nl:ui:12-125712, Tilburg University.
- Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles, 2012. "Estimating an endpoint with high order moments in the Weibull domain of attraction," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2136-2144.
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