Statistical inference of the generalized Pareto distribution based on upper record values

DOI10.4310/SII.2019.v12.n4.a1OpenAlexW2962948720WikidataQ127454969 ScholiaQ127454969MaRDI QIDQ2314035

Xueyan Geng, Wei-hu Cheng, Pengyue Zhang, Xu Zhao

Publication date: 19 July 2019

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2019.v12.n4.a1

zbMATH Keywords

parameter estimationextreme valuesthreshold selectiongeneralized Pareto distributionupper record values

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

This page was built for publication: Statistical inference of the generalized Pareto distribution based on upper record values