Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data
Chao Huang; Jin-Guan Lin; Yan-Yan Ren
| Year of publication: |
2012
|
|---|---|
| Authors: | Huang, Chao ; Lin, Jin-guan ; Ren, Yan-yan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 39.2012, 2, p. 173-193
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Statistische Verteilung | Statistical distribution | Induktive Statistik | Statistical inference | Schätzung | Estimation | Schätztheorie | Estimation theory | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009513172