مرکز منطقه ای اطلاع رساني علوم و فناوري - A statistical test procedure for the shape parameter of a generalized Pareto distribution

Title of article :

A statistical test procedure for the shape parameter of a generalized Pareto distribution

Author/Authors :

Ali Chaouche، نويسنده , , Jean-Noël Bacro، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

787

To page :

803

Keywords :

Maximum likelihood ratio test , Small Sample Size , Probability weighted moment , Generalized Pareto distribution

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2004

Journal title :

Computational Statistics and Data Analysis

Record number :

307769

Link To Document :