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20042015
most citedConfidence regions for high quantiles of a heavy tailed distribution

34 citations · 159 across the 12 of their papers we have counts for

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math.ST2004★ 34 cited

Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution

Liang Peng

Empirical-likelihood-based confidence intervals for a mean were introduced by Owen [Biometrika 75 (1988) 237-249], where at least a finite second moment is required. This excludes…