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Point and exact interval estimation for the generalized Pareto distribution with small samples - MaRDI portal

Point and exact interval estimation for the generalized Pareto distribution with small samples

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Publication:896422

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DOI10.4310/SII.2014.V7.N3.A9zbMath1326.62037MaRDI QIDQ896422

Bing Xing Wang, Jian He, Zhuo Sheng, Ke-ming Yu

Publication date: 9 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

confidence interval extreme value theory quantile small sample shape parameter generalized Pareto distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items (1)

A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets

Uses Software

POT

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