Inference Based on Order Statistics from the Generalized Pareto Distribution and Application (Q5460703)
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scientific article; zbMATH DE number 2187532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference Based on Order Statistics from the Generalized Pareto Distribution and Application |
scientific article; zbMATH DE number 2187532 |
Statements
Inference Based on Order Statistics from the Generalized Pareto Distribution and Application (English)
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18 July 2005
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approximate confidence interval
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BLUE
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coefficients of skewness and kurtosis
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Edgeworth approximation
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moments
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Monte Carlo simulation
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pivotal quantity
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tables
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