A statistical test procedure for the shape parameter of a generalized Pareto distribution.
Ali ChaoucheJean-Noël BacroPublished in: Comput. Stat. Data Anal. (2004)
Keyphrases
- statistical tests
- test statistic
- hypothesis test
- null hypothesis
- hypothesis testing
- statistical analysis
- statistically significant
- sample size
- likelihood ratio
- multi objective
- statistical significance
- dea models
- probability model
- independent variables
- statistical methods
- large deviations
- maximum likelihood estimates
- probability distribution
- normal distribution
- dirichlet distribution
- decision trees
- data mining