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Optimal confidence intervals for the tail index and high quantiles

Pinto, Ana P. Ferreira; Vries, Casper G. de - 2004

The aim of the paper is to obtain confidence intervals for the tail index and high quantiles taking into account the optimal rate of convergence of the estimator. The common approach to obtaining confidence intervals presented in the literature is to use the normal distribution approximation at...

Persistent link: https://www.econbiz.de/10011338009

Inferring Robustness of Implementations of Probabilistic (Formulations of) Expected Utility Theory : Some Standard Conditions

Obrimah, Oghenovo A. - 2022

utility theory (PEU)'. Importantly, whereas PEU consists in the modeling of qualitative probability orderings and does not …

Persistent link: https://www.econbiz.de/10013405428

Synthesis and analysis of probabilities of events by non-numeric, inaccurate and incomplete expert information

Karaseva, Ekaterina; Alexeev, Vadim - In: International journal of risk assessment and management … 18 (2015) 3/4, pp. 276-287

Persistent link: https://www.econbiz.de/10011535924

In search of a primary source: remaking the paper (1975) where at the first time a definition of lattice (Vorob’ev) expectation of a random set was given

Vorobyev, Oleg Yu. - Volkswirtschaftliche Fakultät, … - 2013

light hand of Dietrich Stoyan [1994] “Vorob’ev expectation”; had an only historical and methodic value for eventology and … probability theory once more reminding how and “...from what rubbish flowers grow, not knowing shame”. …

Persistent link: https://www.econbiz.de/10011259913