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Shrinkage methods for estimating the shape parameter of the generalized Pareto distribution - MaRDI portal

Shrinkage methods for estimating the shape parameter of the generalized Pareto distribution

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Publication:6535674

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DOI10.1155/2023/9750638zbMath1541.6212MaRDI QIDQ6535674

Atinuke O. Adebanji, Wilhemina Adoma Pels, R. Minkah, Sampson Twumasi-Ankrah

Publication date: 1 February 2024

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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