Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited

DOI10.1080/03610920500501429zbMath1094.62023MaRDI QIDQ5484667

Jean-Noel Bacro, Ali Chaouche

Publication date: 21 August 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500501429

zbMATH Keywords

maximum likelihood estimations; shape parameter test

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F10: Point estimation

Related Items

On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model, A bootstrap goodness of fit test for the generalized Pareto distribution, The \(q\)-exponentials do not maximize the Rényi entropy, Parameter estimation of the generalized Pareto distribution. I, Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution

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