Maximum likelihood estimation from record-breaking data for the generalized Pareto distribution

zbMath1416.62143MaRDI QIDQ2002930

Nagi S. Abd-el-Hakim, Khalaf Salman Sultan

Publication date: 12 July 2019

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatesinterval estimationupper record valuesbest linear unbiased estimatesbiased and unbiased estimatesminimum variance bound and relative efficiency

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10)

Related Items (1)

Upper record values from the generalized Pareto distribution and associated statistical inference

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