Efficient likelihood-based inference for the generalized Pareto distribution (Q825059)
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scientific article; zbMATH DE number 7447212
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| English | Efficient likelihood-based inference for the generalized Pareto distribution |
scientific article; zbMATH DE number 7447212 |
Statements
Efficient likelihood-based inference for the generalized Pareto distribution (English)
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17 December 2021
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asymptotic normality
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interval estimation
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hypothesis testing
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non-regularity problem
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extreme value
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peaks over threshold
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0.8712974786758423
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0.8434179425239563
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0.8415694236755371
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0.8378853797912598
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