A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A statistical test procedure for the shape parameter of a generalized Pareto distribution |
scientific article; zbMATH DE number 5373982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
26 November 2008
0 references
generalized Pareto distribution
0 references
probability weighted moment
0 references
maximum likelihood ratio test
0 references
small sample size
0 references
0.8327121734619141
0 references
0.8305352926254272
0 references
0.8126398324966431
0 references
0.8118486404418945
0 references
0.7944044470787048
0 references
