Likelihood inference for generalized Pareto distribution (Q1623780)
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scientific article; zbMATH DE number 6984128
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| English | Likelihood inference for generalized Pareto distribution |
scientific article; zbMATH DE number 6984128 |
Statements
Likelihood inference for generalized Pareto distribution (English)
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23 November 2018
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maximum likelihood estimation
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model selection
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Akaike and Bayesian information criteria
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extreme value theory
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Bilbao data
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0.8536405563354492
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0.8492604494094849
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0.8426209688186646
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0.8365881443023682
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0.8348809480667114
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