Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (Q1010433)
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scientific article; zbMATH DE number 5540466
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| English | Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators |
scientific article; zbMATH DE number 5540466 |
Statements
Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (English)
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6 April 2009
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Anderson-Darling statistic
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Cramer-von Mises statistic
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empirical distribution function
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generalized linear models
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Kolmogorov distance
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minimum distance estimator
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0.8462476134300232
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0.8234944939613342
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0.8234944939613342
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0.8209563493728638
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0.8143036365509033
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