Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

Gribkova, N. V.; Su, J.; Zitikis, R.

doi:10.1007/s10463-024-00904-x

Ann Inst Stat Math

2024

DOI: 10.1007/s10463-024-00904-x

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Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

N. V. Gribkova,

J. Su,

R. Zitikis

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Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

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References 16 publications

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