Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451): Difference between revisions

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+Modelling the financial risk associated with U.S. Movie box office earnings
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+Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
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+Estimation of the generalized Pareto distribution
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+Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
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+Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited
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+Bias correction in ARMA models
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+Q5842591
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+Parameter estimation of the generalized Pareto distribution. I
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+Bias reduction of maximum likelihood estimates
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+Bias Reduction for the Maximum Likelihood Estimators of the Parameters in the Half-Logistic Distribution
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+On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
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+An application of extreme value theory for measuring financial risk
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+Q4275389
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+THE SAMPLING DISTRIBUTION OF A MAXIMUM-LIKELIHOOD ESTIMATE
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+Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
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+Statistical inference using extreme order statistics
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+Maximum likelihood estimation in a class of nonregular cases
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+LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
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