Construct · 1 fields · 1 citations

generalized Pareto distribution: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Statistics

the limiting distribution of excesses over a high threshold, widely used to model large insurance and financial losses.

In statistics, generalized Pareto distribution refers to the limiting distribution of excesses over a high threshold, widely used to model large insurance and financial losses. This meaning comes from Pickands (1975) in The Annals of Statistics.[1]

Unit
Recovery means
Measured by

Run it through the Collider, or take the citations with you.

See how generalized Pareto distribution sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in Collider Export BibTeX Report this entry

Nearby constructs

distribution2 fields · 2 citationsjingle · one word, two constructs model3 fields · 3 citationsjingle · one word, three constructs threshold5 fields · 6 citationsjingle · one word, five constructs

References

Pickands, J., III. (1975). Statistical Inference Using Extreme Order Statistics. The Annals of Statistics, 3(1). https://doi.org/10.1214/aos/1176343003

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct