Pages that link to "Item:Q3592374"
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The following pages link to LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION (Q3592374):
Displaying 23 items.
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133) (← links)
- A bootstrap goodness of fit test for the generalized Pareto distribution (Q961867) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- A Jensen-Gini measure of divergence with application in parameter estimation (Q1640659) (← links)
- Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253) (← links)
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
- Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets (Q1980051) (← links)
- Confidence intervals of the generalized Pareto distribution parameters based on upper record values (Q2300533) (← links)
- Generalised smooth tests for the generalised Pareto distribution (Q2324175) (← links)
- Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution (Q2324335) (← links)
- Bayesian and non-Bayesian inference for the generalized Pareto distribution based on progressive type II censored sample (Q2337283) (← links)
- On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) (← links)
- Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451) (← links)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit (Q3017861) (← links)
- Correcting Certain Estimation Methods for the Generalized Pareto Distribution (Q4596171) (← links)
- A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution (Q4906435) (← links)
- Fitting the generalized Pareto distribution to data based on transformations of order statistics (Q5036523) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- Bias and size corrections in extreme value modeling (Q5160262) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)