|
|||||
|
|
Efficient likelihood-based inference for the generalized Pareto distribution |
|
| Authors: | Nagatsuka Hideki Balakrishnan N. |
| Affiliation: | 1.Department of Industrial and Systems Engineering, Chuo University, 1-13-27 Kasuga, Bunkyo-ku, Tokyo, 112-8551, Japan ;2.Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, L8S 4K1, Canada ; |
| Abstract: | Annals of the Institute of Statistical Mathematics - It is well known that inference for the generalized Pareto distribution (GPD) is a difficult problem since the GPD violates the classical... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |