Inference Based on Order Statistics from the Generalized Pareto Distribution and Application (Q5460703): Difference between revisions

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scientific article; zbMATH DE number 2187532
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Inference Based on Order Statistics from the Generalized Pareto Distribution and Application
scientific article; zbMATH DE number 2187532

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    Inference Based on Order Statistics from the Generalized Pareto Distribution and Application (English)
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    18 July 2005
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    approximate confidence interval
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    BLUE
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    coefficients of skewness and kurtosis
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    Edgeworth approximation
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    moments
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    Monte Carlo simulation
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    pivotal quantity
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    tables
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