Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
DOI10.1080/03610926.2014.887104zbMATH Open1341.62077OpenAlexW1484514907MaRDI QIDQ2811451FDOQ2811451
Hui Feng, David E. Giles, Ryan T. Godwin
Publication date: 10 June 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0902.pdf
maximum likelihoodparametric bootstrapbias reductiongeneralized Pareto distributionextreme valuespeaks over threshold
Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)
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