Likelihood inference for generalized Pareto distribution
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Publication:1623780
DOI10.1016/J.CSDA.2014.10.014OpenAlexW2072146118MaRDI QIDQ1623780FDOQ1623780
Authors: Joan del Castillo, Isabel Serra 
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.10.014
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Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Reliability and life testing (62N05)
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- Estimation of the generalized Pareto distribution
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Cited In (19)
- Efficient likelihood-based inference for the generalized Pareto distribution
- Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit
- Modified Greenwood statistic and its application for statistical testing
- A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic
- A likelihood ratio model for change point detection of generalized Pareto distribution
- Asymptotic properties of maximum likelihood estimators for a generalized Pareto-type distribution
- Generalized Pareto distributions, image statistics and autofocusing in automated microscopy
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework
- A one- and two-dimensional generalized Pareto model for a river flow
- Estimation of the generalized Pareto distribution
- Generalizing the Pareto to the log-Pareto model and statistical inference
- On the maximum likelihood estimators for some generalized Pareto-like frequency distribution
- Confidence intervals of the generalized Pareto distribution parameters based on upper record values
- Improved inference for the generalized Pareto distribution
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
- Likelihood inference for Type I bivariate Pólya–Aeppli distribution
- Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- A general estimator for the right endpoint with an application to supercentenarian women's records
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