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Empirical likelihood confidence intervals for the endpoint of a distribution function

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  • Deyuan Li
  • Liang Peng
  • Yongcheng Qi

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  • Deyuan Li & Liang Peng & Yongcheng Qi, 2011. "Empirical likelihood confidence intervals for the endpoint of a distribution function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 353-366, August.
    • Handle: RePEc:spr:testjl:v:20:y:2011:i:2:p:353-366
    DOI: 10.1007/s11749-010-0204-4
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
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    Cited by:

    1. M. Ivette Gomes & Armelle Guillou, 2015. "Extreme Value Theory and Statistics of Univariate Extremes: A Review," International Statistical Review, International Statistical Institute, vol. 83(2), pages 263-292, August.
    2. Matheus Henrique Junqueira Saldanha & Adriano Kamimura Suzuki, 2023. "On dealing with the unknown population minimum in parametric inference," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(3), pages 509-535, September.
    3. Sun, Haoze & Jiang, Yuexiang, 2014. "Empirical likelihood based confidence intervals for the tail index when γ<−1/2," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 149-157.
    4. Ma, Yaolan & Jiang, Yuexiang & Huang, Wei, 2018. "Empirical likelihood based inference for conditional Pareto-type tail index," Statistics & Probability Letters, Elsevier, vol. 134(C), pages 114-121.
    5. 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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