Parameter estimation of the generalized Pareto distribution. II (Q2270259)
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scientific article; zbMATH DE number 5682906
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| English | Parameter estimation of the generalized Pareto distribution. II |
scientific article; zbMATH DE number 5682906 |
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Parameter estimation of the generalized Pareto distribution. II (English)
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18 March 2010
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generalized Pareto distribution
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order statistics
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robust methods
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Bayesian inference
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0.9370037913322448
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0.899225652217865
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0.899225652217865
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0.8902186155319214
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0.8752589821815491
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