Empirical Bayes test for the parameter of generalized Pareto distribution (Q2824934)
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scientific article; zbMATH DE number 6635400
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| English | Empirical Bayes test for the parameter of generalized Pareto distribution |
scientific article; zbMATH DE number 6635400 |
Statements
6 October 2016
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generalized Pareto distribution
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empirical Bayes test
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asymptotically optimal
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convergence rate
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Empirical Bayes test for the parameter of generalized Pareto distribution (English)
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0.8555697202682495
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0.8485974669456482
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0.8387624621391296
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0.8360491394996643
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0.8326708078384399
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