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Point and exact interval estimation for the generalized Pareto distribution with small samples - MaRDI portal

Point and exact interval estimation for the generalized Pareto distribution with small samples (Q896422)

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scientific article; zbMATH DE number 6518334
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English
Point and exact interval estimation for the generalized Pareto distribution with small samples
scientific article; zbMATH DE number 6518334

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    Point and exact interval estimation for the generalized Pareto distribution with small samples (English)
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    9 December 2015
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    confidence interval
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    extreme value theory
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    generalized Pareto distribution
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    quantile
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    shape parameter
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    small sample
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