Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data

Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data

Huang, Chao, (2012)

Testing for the shape parameter of generalized extreme value distribution based on the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$L_q$$</EquationSource> </InlineEquation>-likelihood ratio statistic

Huang, Chao, (2013)

Testing for the shape parameter of generalized extreme value distribution based on the $$L_q$$ -likelihood ratio statistic

Huang, Chao, (2013)