Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit-Reference-Cited by-同舟云学术

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Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit

Published:2011-04-22 Issue:14 Volume:40 Page:2500-2510
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Hüsler Jürg,Li Deyuan,Raschke Mathias

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610920903324874

Reference10 articles.

1. Modelling Excesses over High Thresholds, with an Application

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4. Bayesian and Non-Bayesian Inference for the Generalized Pareto Distribution Based on Progressive Type II Censored Sample;Mathematics;2018-12-11

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