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A double generalized Pareto distribution - MaRDI portal

A double generalized Pareto distribution (Q2439636)

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A double generalized Pareto distribution
scientific article

    Statements

    title
    A double generalized Pareto distribution (English)
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    author
    Emmanuel Afuecheta
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    Stephen Chan
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    Saralees Nadarajah
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    publication date
    14 March 2014
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    zbMATH DE Number
    6270214
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    zbMATH Keywords
    degree of freedom
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    generalized Pareto distribution
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    Student's \(t\) distribution
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    describes a project that uses
    gPdtest
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    R
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    POT
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    evir
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    ismev
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    QRM
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    texmex
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    fExtremes
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    smoothtail
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    spd
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    nsRFA
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    OpenAlex ID
    W2053142596
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