Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
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(58)- Parameter estimation of the generalized Pareto distribution. I
- A general estimator for the right endpoint with an application to supercentenarian women's records
- Efficient likelihood-based inference for the generalized Pareto distribution
- Comparisons of methods of estimation for a pareto distribution of the first kind
- Extreme value theory in medical sciences: modeling total high cholesterol levels
- A control chart for time truncated life tests using Pareto distribution of second kind
- A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance
- A Jensen-Gini measure of divergence with application in parameter estimation
- Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution
- Monitoring number of non-conforming items based on multiple dependent state repetitive sampling under truncated life tests
- Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables
- Estimation of statistical measures of income similarity
- An extension of the generalized exponential distribution
- A modeler's guide to extreme value software
- An application of extreme value theory for measuring financial risk
- Fitting the generalized Pareto distribution to data based on transformations of order statistics
- Likelihood inference for generalized Pareto distribution
- Optimum constant-stress life test plans for Pareto distribution under type-I censoring
- On maximum likelihood estimation of the extreme value index.
- Outlier detection in network revenue management
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators.
- Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
- Tail inference using extreme U-statistics
- Extreme-value-theoretic estimation of local intrinsic dimensionality
- Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data.
- Existence and consistency of the maximum likelihood estimator for the extreme value index
- Bayesian approach to parameter estimation of the generalized Pareto distribution
- On consistency of the likelihood moment estimators for a linear process with regularly varying innovations
- NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION
- Analytic bias correction for maximum likelihood estimators when the bias function is non-constant
- A method for estimating parameters and quantiles of distributions of continuous random variables
- Design of an attribute np control chart for process monitoring based on repetitive group sampling under truncated life tests
- Modeling cancer detection: Tumor size as a source of information on unobservable stages of carcinogenesis
- Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data
- The extent of the maximum likelihood estimator for the extreme value index
- Estimating extreme tail risk measures with generalized Pareto distribution
- Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis
- Opportunities of the minimum Anderson-Darling estimator as a variant of the maximum likelihood method
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
- The contribution of the maximum to the sum of excesses for testing max-domains of attraction
- Predictive performance analysis of peaks-over-threshold approach without-of-bag estimate
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
- scientific article; zbMATH DE number 7508950 (Why is no real title available?)
- Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
- Pareto Poisson-Lindley distribution with applications
- Estimation for the generalized pareto distribution with censored data
- Generalised smooth tests for the generalised Pareto distribution
- Statistical performance of local attractor dimension estimators in non-axiom a dynamical systems
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- Workload portfolio optimization for virtualized computer systems based on semiparametric quantile function estimation
- A default Bayesian procedure for the generalized Pareto distribution
- A two-step estimator of the extreme value index
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