Improved inference for the generalized Pareto distribution (Q1994025)
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scientific article; zbMATH DE number 6973949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved inference for the generalized Pareto distribution |
scientific article; zbMATH DE number 6973949 |
Statements
Improved inference for the generalized Pareto distribution (English)
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6 November 2018
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bootstrap
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generalized Pareto distribution
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likelihood ratio test
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maximum likelihood estimation
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profile likelihood
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