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- W2072146118 abstract "A new methodological approach that enables the use of the maximum likelihood method in the Generalized Pareto Distribution is presented. Thus several models for the same data can be compared under Akaike and Bayesian information criteria. The view is based on a detailed theoretical study of the Generalized Pareto Distribution submodels with compact support." @default.
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- W2072146118 date "2015-03-01" @default.
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- W2072146118 title "Likelihood inference for generalized Pareto distribution" @default.
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- W2072146118 doi "https://doi.org/10.1016/j.csda.2014.10.014" @default.
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