Improved inference for the generalized Pareto distribution
type: Item
instance of: scholarly article
title: Improved inference for the generalized Pareto distribution
zbMATH Open document ID: 1404.62020
DOI: 10.1214/16-BJPS332
author: Juliana F. Pires
author: Audrey H. M. A. Cysneiros
author: Francisco Cribari-Neto
published in: Brazilian Journal of Probability and Statistics
publication date: 2018-11-06T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bjps/1520046135
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 6973949
zbMATH Keywords: bootstrap
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: profile likelihood
describes a project that uses: ismev
describes a project that uses: Ox
MaRDI profile type: Publication
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OpenAlex ID: W2791521760
description: scientific article; zbMATH DE number 6973949