Sun, Haoze; Jiang, Yuexiang - In: Statistics & Probability Letters 84 (2014) C, pp. 149-157
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...