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Search: subject:"Generalized Pareto Distributions"
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Characterization
1
Excess distributions
1
Extreme order statistics
1
Extreme value distributions
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Generalized Pareto Distributions
1
Generalized Pareto distributions
1
Maximum entropy principle
1
Necessary conditions for max domains of attraction
1
Nonextensive statistics
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asymptotic sufficiency
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central sequence
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generalized Pareto distributions
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local asymptotic normality
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optimal tests
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q-exponentials
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Undetermined
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Bercher, J.-F.
1
Falk, Michael
1
Ravi, S.
1
Vignat, C.
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Annals of the Institute of Statistical Mathematics
1
Physica A: Statistical Mechanics and its Applications
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Statistical Papers / Springer
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RePEc
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On a characteristic property of
generalized
Pareto
distributions
, extreme value distributions and their max domains of attraction
Ravi, S.
- In:
Statistical Papers
51
(
2010
)
2
,
pp. 455-463
Persistent link: https://www.econbiz.de/10008456162
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2
A new look at q-exponential distributions via excess statistics
Bercher, J.-F.
;
Vignat, C.
- In:
Physica A: Statistical Mechanics and its Applications
387
(
2008
)
22
,
pp. 5422-5432
role of
Generalized
Pareto
Distributions
in many applications and present several methods for the practical estimation of q …
Persistent link: https://www.econbiz.de/10011063909
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3
LAN of extreme order statistics
Falk, Michael
- In:
Annals of the Institute of Statistical Mathematics
47
(
1995
)
4
,
pp. 693-717
Persistent link: https://www.econbiz.de/10005184698
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