Likelihood inference for generalized Pareto distribution
type: Item
instance of: scholarly article
title: Likelihood inference for generalized Pareto distribution
author: Joan del Castillo
author: Isabel Serra
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 6984128
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: model selection
zbMATH Keywords: Akaike and Bayesian information criteria
zbMATH Keywords: extreme value theory
zbMATH Keywords: Bilbao data
describes a project that uses: ismev
describes a project that uses: plfit
describes a project that uses: BRENT
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.csda.2014.10.014
OpenAlex ID: W2072146118
cites work: Parameter Estimation for the Truncated Pareto Distribution
cites work: Residual life time at great age
cites work: Statistics of Extremes
cites work: Q5657612
cites work: Estimation of the generalized Pareto distribution
cites work: Methods to Distinguish Between Polynomial and Exponential Tails
cites work: Fitting the Generalized Pareto Distribution to Data
cites work: Q3308868
cites work: Q4723007
cites work: Power-Law Distributions in Empirical Data
cites work: An introduction to statistical modeling of extreme values
cites work: Q3486670
cites work: Q4343010
cites work: Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
cites work: Residual coefficient of variation and some characterization results
cites work: Bayesian Likelihood Methods for Estimating the End Point of a Distribution
cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution
cites work: Robust and efficient estimation for the generalized Pareto distribution
cites work: Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio
cites work: Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
cites work: Q5706744
cites work: Extended generalised Pareto models for tail estimation
cites work: Statistical inference using extreme order statistics
cites work: Maximum likelihood estimation in a class of nonregular cases
cites work: LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
DOI: 10.1016/J.CSDA.2014.10.014
description: scientific article; zbMATH DE number 6984128