Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution

Mathematics

• Tail Index 88%
• Heavy-tailed Distribution 80%
• Empirical Likelihood 75%
• Likelihood Methods 75%
• Confidence interval 34%
• Coverage Probability 26%
• Normal Approximation 18%
• Imprecision 10%
• Nonparametric Methods 9%
• Approximation Methods 8%
• Statistical Inference 8%
• Sample Size 6%
• Simulation Study 5%
• Statistics 5%
• Observation 5%
• Simulation 5%
• Performance 4%

Business & Economics

• Tail Index 100%
• Heavy-tailed Distribution 94%
• Empirical Likelihood 92%
• Confidence Interval 60%
• Approximation 13%
• Statistical Inference 11%
• Sample Size 11%
• Imprecision 11%
• Nonparametric Methods 9%
• Simulation Study 7%
• Statistics 6%
• Simulation 5%
• Performance 3%