A statistical test procedure for the shape parameter of a generalized Pareto distribution
type: Item
instance of: scholarly article
title: A statistical test procedure for the shape parameter of a generalized Pareto distribution
zbMATH Open document ID: 1429.62066
DOI: 10.1016/S0167-9473(03)00087-2
author: Ali Chaouche
author: Jean-Noel Bacro
published in: Computational Statistics and Data Analysis
publication date: 2008-11-26T00:00:00Z
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 5373982
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: probability weighted moment
zbMATH Keywords: maximum likelihood ratio test
zbMATH Keywords: small sample size
MaRDI profile type: Publication
cites work: Residual life time at great age
cites work: Fitting the Generalized Pareto Distribution to Data
cites work: Q3486670
cites work: Q4343010
cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution
cites work: Statistical inference using extreme order statistics
cites work: Q4345873
cites work: Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution
cites work: Maximum likelihood estimation in a class of nonregular cases
cites work: Estimating tails of probability distributions
full work available at URL: s0167-9473(03)00087-2
OpenAlex ID: W2065252998
description: scientific article; zbMATH DE number 5373982