Parametric Estimates in a Generalized Pareto Distribution (Q4718632)
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scientific article; zbMATH DE number 954582
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parametric Estimates in a Generalized Pareto Distribution |
scientific article; zbMATH DE number 954582 |
Statements
Parametric Estimates in a Generalized Pareto Distribution (English)
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8 December 1996
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simulations
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biases
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mean square errors
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moment estimates
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scale
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shape
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right-tail probability
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generalized Pareto distribution
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Monte Carlo method
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0.8322378396987915
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0.82874995470047
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0.8231295347213745
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0.8194659352302551
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