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

DOI10.4310/SII.2019.V12.N4.A1MaRDI QIDQ2314035zbMATH OpenOpenAlexWikidataFDO

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

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

extreme valuesgeneralized Pareto distributionparameter estimationthreshold selectionupper record values

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited in

(1)

• Statistical inference for the generalized inverted exponential distribution based on upper record values

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