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

DOI10.1080/03610918.2020.1855450OpenAlexW3116586165MaRDI QIDQ6171308

Qi Xu, Xu Zhao, Unnamed Author, Wei-hu Cheng, Pengyue Zhang, Yang Zhang

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1855450

zbMATH Keywords

confidence intervalpoint estimationupper record valuesgeneralized Pareto distribution (GPD)equal probability density principle

Mathematics Subject Classification ID

Point estimation (62F10)

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