Article10.1016/s0167-9473(03)00087-2

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

Ali Chaouche,Jean-Noël Bacro-2003-04-30-Computational Statistics & Data Analysis

1

Chat with Paper

AI Agents for this Paper

No abstract available for this paper.

Keywords

Generalized Pareto distributionStatisticsMathematicsStatistical hypothesis testingShape parameterMoment (physics)Pareto distributionPareto principle

Chat

Click to start Chat