Improved inference for the generalized Pareto distribution under linear, power and exponential normalization (Q5878539)
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scientific article; zbMATH DE number 7655864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved inference for the generalized Pareto distribution under linear, power and exponential normalization |
scientific article; zbMATH DE number 7655864 |
Statements
Improved inference for the generalized Pareto distribution under linear, power and exponential normalization (English)
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21 February 2023
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generalized Pareto distribution
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generalized extreme value distribution
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method of moments
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probability weighted moments
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L-moments
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linear-power-exponential normalization
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