کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1152783 | 1489895 | 2014 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Empirical likelihood based confidence intervals for the tail index when γ<â1/2
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
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چکیده انگلیسی
Empirical mortality data reveals that there is a finite age limit in the life span of humans, which means that it has a negative tail index. So far, there is a little literature on the confidence intervals for the tail index, especially for the negative tail index. In this paper, we construct its empirical likelihood based confidence intervals when γ<â1/2, which is known as the irregular case and derive the asymptotic Ï2(1) distribution. At last a limited simulation study is conducted, which indicates that our method is better than the normal approximation in the sense of coverage probability and less sensitive to the selection of k.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 84, January 2014, Pages 149-157
Journal: Statistics & Probability Letters - Volume 84, January 2014, Pages 149-157
نویسندگان
Haoze Sun, Yuexiang Jiang,