Estimation of \(P[Y<X]\) for generalized Pareto distribution (Q1039487): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of \(P[Y<X]\) for generalized Pareto distribution |
scientific article |
Statements
Estimation of \(P[Y<X]\) for generalized Pareto distribution (English)
0 references
30 November 2009
0 references
Bayes estimator
0 references
generalized Pareto distribution
0 references
maximum likelihood estimator
0 references
bootstrap confidence intervals
0 references
asymptotic distributions
0 references
