Efficient likelihood-based inference for the generalized Pareto distribution (Q825059)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient likelihood-based inference for the generalized Pareto distribution
scientific article

    Statements

    Efficient likelihood-based inference for the generalized Pareto distribution (English)
    0 references
    17 December 2021
    0 references
    asymptotic normality
    0 references
    interval estimation
    0 references
    hypothesis testing
    0 references
    non-regularity problem
    0 references
    extreme value
    0 references
    peaks over threshold
    0 references

    Identifiers