Pages that link to "Item:Q1674040"
From MaRDI portal
The following pages link to Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040):
Displaying 4 items.
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets (Q1980051) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Upper record values from the generalized Pareto distribution and associated statistical inference (Q6171308) (← links)