Improved inference for the generalized Pareto distribution under linear, power and exponential normalization (Q5878539)

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scientific article; zbMATH DE number 7655864
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Improved inference for the generalized Pareto distribution under linear, power and exponential normalization
scientific article; zbMATH DE number 7655864

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    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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