A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880)
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scientific article; zbMATH DE number 5373982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A statistical test procedure for the shape parameter of a generalized Pareto distribution |
scientific article; zbMATH DE number 5373982 |
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A statistical test procedure for the shape parameter of a generalized Pareto distribution (English)
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26 November 2008
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generalized Pareto distribution
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probability weighted moment
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maximum likelihood ratio test
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small sample size
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