gfiExtremes (Q132673)
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Generalized Fiducial Inference for Extremes
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | gfiExtremes |
Generalized Fiducial Inference for Extremes |
Statements
25 January 2024
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Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.
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expanded from: GPL (≥ 2) (English)
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Damian V. Wandler
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