Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution |
scientific article |
Statements
Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (English)
0 references
10 June 2016
0 references
maximum likelihood
0 references
bias reduction
0 references
extreme values
0 references
generalized Pareto distribution
0 references
peaks over threshold
0 references
parametric bootstrap
0 references
