Estimation of \(P[Y<X]\) for generalized Pareto distribution (Q1039487)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of \(P[Y |
scientific article; zbMATH DE number 5640385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of \(P[Y<X]\) for generalized Pareto distribution |
scientific article; zbMATH DE number 5640385 |
Statements
Estimation of \(P[Y<X]\) for generalized Pareto distribution (English)
0 references
30 November 2009
0 references
Bayes estimator
0 references
generalized Pareto distribution
0 references
maximum likelihood estimator
0 references
bootstrap confidence intervals
0 references
asymptotic distributions
0 references
0 references
0 references
0 references
0 references
0 references
