Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution (Q1864459)
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scientific article; zbMATH DE number 1883950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution |
scientific article; zbMATH DE number 1883950 |
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Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution (English)
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18 March 2003
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extreme events
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generalized Pareto distribution
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order statistics
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position parameter
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scale parameter
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shape parameter
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