A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A statistical test procedure for the shape parameter of a generalized Pareto distribution |
scientific article |
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