Statistical Inference and Application of Asymmetrical Generalized Pareto Distribution Based on Peaks-Over-Threshold Model.
Wenru ChenXu ZhaoMi ZhouHaiqing ChenQingqing JiWeihu ChengPublished in: Symmetry (2024)
Keyphrases
- statistical inference
- bayesian inference
- probability distribution
- power law
- statistical model
- multi objective
- dynamic programming
- probabilistic model
- maximum likelihood
- gaussian distribution
- regression model
- linear model
- probability density function
- statistical models
- databases
- prior knowledge
- similarity measure
- metadata