Improved inference for the generalized Pareto distribution (Q1994025)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Improved inference for the generalized Pareto distribution |
scientific article |
Statements
Improved inference for the generalized Pareto distribution (English)
0 references
6 November 2018
0 references
bootstrap
0 references
generalized Pareto distribution
0 references
likelihood ratio test
0 references
maximum likelihood estimation
0 references
profile likelihood
0 references