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Parameter estimation of the generalized Pareto distribution. I - MaRDI portal

Parameter estimation of the generalized Pareto distribution. I (Q2270258)

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Parameter estimation of the generalized Pareto distribution. I
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    title
    Parameter estimation of the generalized Pareto distribution. I (English)
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    author
    Samuel Kotz
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    P. de Zea Bermudes
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    publication date
    18 March 2010
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    zbMATH Keywords
    generalized Pareto distribution
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    maximum likelihood
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    method of moments
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    probability weighted moments
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    least squares
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    order statistics
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    describes a project that uses
    LMOMENTS
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    ismev
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    cites work
    Q3395941
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    Q4365234
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    Statistics of Extremes
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    Q5485944
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    Q4343010
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    Q4162318
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    Q4040329
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    Q3259350
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    Q3482696
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    Q4315010
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    Q2718634
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    Q4955637
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    Q3692669
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    Identifiers

    zbMATH DE Number
    5682905
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    OpenAlex ID
    W2020498271
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