Computing Maximum Likelihood Parameter Estimates for the Generalized Pareto Distribution with Censored Data
碩士 === 淡江大學 === 數學學系 === 86 === The generalized Pareto distribution (GPD) was first introduced by Pickands(1975) to be a stable distribution for excesses over thresholds. This distribution has been the focus of attention in the late 80s...
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| Format: | Others |
| Language: | zh-TW |
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1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38509412488571315682 |