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Search: subject:"Interior penalty function algorithm"
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Bootstrap method
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Interior penalty function algorithm
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Box-Cox transformation
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Daily closing price
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Generalized Pareto distribution
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Maximum spacings estimate
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Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
Huang, Chao
;
Lin, Jin-Guan
- In:
Metrika
77
(
2014
)
7
,
pp. 867-894
proposed and obtained by using
interior
penalty
function
algorithm
. The standard error of the proposed method is calculated …
Persistent link: https://www.econbiz.de/10010938229
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2
Statistical Inferences for Generalized Pareto Distribution Based on
Interior
Penalty
Function
Algorithm
and Bootstrap Methods and Applications in Analyzing Stock Data
Huang, Chao
;
Lin, Jin-Guan
;
Ren, Yan-Yan
- In:
Computational Economics
39
(
2012
)
2
,
pp. 173-193
Persistent link: https://www.econbiz.de/10010866834
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