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Extended generalised Pareto models for tail estimation

✍ Scribed by Ioannis Papastathopoulos; Jonathan A. Tawn

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A tail bootstrap procedure for estimatin

✍ J.N. Bacro; M. Brito 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 164 KB

A comparison of estimators for the gener

✍ Edward B.L. Mackay; Peter G. Challenor; AbuBakr S. Bahaj 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 609 KB

Extending the Generalised Pareto Distrib

✍ Clifton, David A.; Clifton, Lei; Hugueny, Samuel; Tarassenko, Lionel 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 824 KB

Robust Estimation of Tail Parameters for

✍ Vytaras Brazauskas; Robert Serfling 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 135 KB

Generalised Pareto distribution for extr

✍ Prouff, E.; Kasmi, C.; Darces, M.; Hélier, M. 📂 Article 📅 2013 🏛 The Institution of Electrical Engineers 🌐 English ⚖ 310 KB

Confidence Intervals and Accuracy Estima

✍ Nader Tajvidi 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 359 KB