Maximum likelihood estimation from record-breaking data for the generalized Pareto distribution (Q2002930)
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scientific article; zbMATH DE number 7080412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation from record-breaking data for the generalized Pareto distribution |
scientific article; zbMATH DE number 7080412 |
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Maximum likelihood estimation from record-breaking data for the generalized Pareto distribution (English)
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12 July 2019
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upper record values
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maximum likelihood estimates
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biased and unbiased estimates
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best linear unbiased estimates
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interval estimation
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minimum variance bound and relative efficiency
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