Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (Q1010433): Difference between revisions

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Latest revision as of 12:39, 10 December 2024

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Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
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    Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (English)
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    6 April 2009
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    Anderson-Darling statistic
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    Cramer-von Mises statistic
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    empirical distribution function
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    generalized linear models
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    Kolmogorov distance
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    minimum distance estimator
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