IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v45y2004i4p787-803.html
   My bibliography  Save this article

A statistical test procedure for the shape parameter of a generalized Pareto distribution

Author

Listed:
  • Chaouche, Ali
  • Bacro, Jean-Noel

Abstract

No abstract is available for this item.

Suggested Citation

  • Chaouche, Ali & Bacro, Jean-Noel, 2004. "A statistical test procedure for the shape parameter of a generalized Pareto distribution," Computational Statistics & Data Analysis, Elsevier, vol. 45(4), pages 787-803, May.
    • Handle: RePEc:eee:csdana:v:45:y:2004:i:4:p:787-803
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(03)00087-2
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Marek Arendarczyk & Tomasz J. Kozubowski & Anna K. Panorska, 2022. "The Greenwood statistic, stochastic dominance, clustering and heavy tails," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 331-352, March.
    2. Santiago R. Balseiro & Ozan Candogan & Huseyin Gurkan, 2021. "Multistage Intermediation in Display Advertising," Manufacturing & Service Operations Management, INFORMS, vol. 23(3), pages 714-730, May.
    3. M. Ivette Gomes & Armelle Guillou, 2015. "Extreme Value Theory and Statistics of Univariate Extremes: A Review," International Statistical Review, International Statistical Institute, vol. 83(2), pages 263-292, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:45:y:2004:i:4:p:787-803. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.