Parameter estimation for 2-parameter generalized Pareto distribution by POME (Q1369696)
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scientific article; zbMATH DE number 1076917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for 2-parameter generalized Pareto distribution by POME |
scientific article; zbMATH DE number 1076917 |
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Parameter estimation for 2-parameter generalized Pareto distribution by POME (English)
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22 June 1998
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generalized Pareto distribution
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principle of maximum entropy
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methods of moments
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probability weighted moments
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maximum likelihood estimation
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