A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880)
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scientific article; zbMATH DE number 5373982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A statistical test procedure for the shape parameter of a generalized Pareto distribution |
scientific article; zbMATH DE number 5373982 |
Statements
A statistical test procedure for the shape parameter of a generalized Pareto distribution (English)
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26 November 2008
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generalized Pareto distribution
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probability weighted moment
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maximum likelihood ratio test
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small sample size
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0.8327121734619141
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0.8305352926254272
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0.8126398324966431
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0.8118486404418945
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0.7944044470787048
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