Estimation of \(P[Y<X]\) for generalized Pareto distribution (Q1039487): Difference between revisions
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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)
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30 November 2009
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Bayes estimator
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generalized Pareto distribution
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maximum likelihood estimator
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bootstrap confidence intervals
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asymptotic distributions
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