Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio (Q122661)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio |
scientific article |
Statements
38
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1
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118-139
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21 November 2008
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24 March 2009
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Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio (English)
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generalized Pareto distribution
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heavy-tails
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likelihood ratio test
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Lomax distribution
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maximum likelihood estimation
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non-regular case
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Pareto type II
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peaks-over-threshold
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test for exponentiality
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