Comparing Parameter Estimation Techniques for the Generalised Pareto Distribution Using Consistent Scoring Functions
Year of publication: |
[2021]
|
---|---|
Authors: | James, Robert ; Leung, Jessica Wai Yin |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 3, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3935106 [DOI] |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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