Estimation of the generalized Pareto distribution (Q1007361)

From MaRDI portal

Revision as of 03:43, 29 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Estimation of the generalized Pareto distribution	scientific article

Statements

scholarly article

0 references

Estimation of the generalized Pareto distribution (English)

0 references

Joan del Castillo

0 references

0 references

Statistics \& Probability Letters

0 references

publication date

20 March 2009

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.spl.2008.10.021

0 references

0 references

Fitting the Generalized Pareto Distribution to Data

0 references

The singly truncated normal distribution: A non-steep exponential family

0 references

An introduction to statistical modeling of extreme values

0 references

0 references

0 references

Extreme Values in Finance, Telecommunications, and the Environment

0 references

Parameter and Quantile Estimation for the Generalized Pareto Distribution

0 references

Statistical inference using extreme order statistics

0 references

Maximum likelihood estimation in a class of nonregular cases

0 references

Identifiers

zbMATH Open document ID

0 references

10.1016/j.spl.2008.10.021

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1007361

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1007361&oldid=35098840"