Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution |
scientific article |
Statements
Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (English)
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10 June 2016
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maximum likelihood
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bias reduction
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extreme values
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generalized Pareto distribution
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peaks over threshold
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parametric bootstrap
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