Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data
| Year of publication: |
2012
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|---|---|
| Authors: | Huang, Chao ; Lin, Jin-Guan ; Ren, Yan-Yan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 39.2012, 2, p. 173-194
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