Improved inference for the generalized Pareto distribution (Q1994025): Difference between revisions

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-Francisco Cribari-Neto
@@ Property / author: Francisco Cribari-Neto / rank @@
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+Francisco Cribari-Neto
@@ Property / author: Francisco Cribari-Neto / rank @@
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+ismev
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+Ox
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+MaRDI publication profile
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@@ Property / cites work @@
+On a formula for the distribution of the maximum likelihood estimator
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@@ Property / cites work @@
+Fitting the Generalized Pareto Distribution to Data
+Normal rank
@@ Property / cites work @@
+Q4833241
@@ Property / cites work: Q4833241 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
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@@ Property / cites work @@
+Q4101268
@@ Property / cites work: Q4101268 / rank @@
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@@ Property / cites work @@
+Q4725475
@@ Property / cites work: Q4725475 / rank @@
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+Q4272813
@@ Property / cites work: Q4272813 / rank @@
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@@ Property / cites work @@
+Q5549501
@@ Property / cites work: Q5549501 / rank @@
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@@ Property / cites work @@
+Statistical Models
@@ Property / cites work: Statistical Models / rank @@
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@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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@@ Property / cites work @@
+The generalized Pareto process; with a view towards application and simulation
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@@ Property / cites work @@
+Q4849049
@@ Property / cites work: Q4849049 / rank @@
+Normal rank
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+A simple general formula for tail probabilities for frequentist and Bayesian inference
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@@ Property / cites work @@
+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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@@ Property / cites work @@
+Q5491447
@@ Property / cites work: Q5491447 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379507
@@ Property / cites work: Q4379507 / rank @@
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@@ Property / cites work @@
+Statistical inference using extreme order statistics
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@@ Property / cites work @@
+An empirical adjustment to the likelihood ratio statistic
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+W2791521760
@@ Property / OpenAlex ID: W2791521760 / rank @@
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