Generalizing the Pareto to the log-Pareto model and statistical inference

DOI10.1007/s10687-008-0070-6zbMath1221.62039MaRDI QIDQ626281

Rolf-Dieter Reiss, Ulf Cormann

Publication date: 22 February 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-008-0070-6

zbMATH Keywords

maximum likelihood estimation; exceedances; super-heavy tails

Mathematics Subject Classification ID

62F10: Point estimation

62E15: Exact distribution theory in statistics

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