scientific article; zbMATH DE number 6414011

zbMath1307.62129MaRDI QIDQ5177490

Mei Ling Huang, Val Andrei Fajardo

Publication date: 12 March 2015

Full work available at URL: http://www.pphmj.com/abstract/8170.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

order statisticsefficiencybiastail indexgoodness of fit testHill estimatorgeneralized Pareto distributionprobability coverageleast squareWeissman estimator

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

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