A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327): Difference between revisions
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Latest revision as of 19:09, 30 December 2024
scientific article; zbMATH DE number 7730784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution |
scientific article; zbMATH DE number 7730784 |
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A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (English)
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22 August 2023
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extreme value theory
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generalized Pareto distribution
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order statistics
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kernel density estimation
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test inversion bootstrapping
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