Estimating Value at Risk using some estimators of the generalized Pareto distribution under the peaks over threshold approach - Egyptian Knowledge Bank - troweb

126293

Estimating Value at Risk using some estimators of the generalized Pareto distribution under the peaks over threshold approach

Article

Last updated: 04 Jan 2025

Overview Similar Items

Article

estimation of the extreme-value distribution parameters from grouped and censored observations

Article

Parameter Estimation of the Generalized Pareto Distribution Using Robust Location and Scale Measures for Order Statistics

Article

ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA

Article

Quantile Regression for VaR Estimation in Egyptian Inflation Rate: A Comparative Analysis with EWMA and t-GARCH

Article

Approximate Prediction Limits for The Weibull and Extreme Values Regression Models

Article

Classical and Bayesian Inference of GPW Distribution Based on Record Values: Estimation and Prediction

Article

Classical and Bayesian Inference of GPW Distribution Based on Record Values: Estimation and Prediction

Article

Classical and Bayesian Inference of GPW Distribution Based on Record Values: Estimation and Prediction

Article

Estimation of parameters for the exponentiated Pareto distribution based on progressively type-II right censored data

Article

Transmuted Generalized Pareto Distribution