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A new hybrid estimation method for the generalized pareto distribution - MaRDI portal

A new hybrid estimation method for the generalized pareto distribution (Q2816876)

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scientific article; zbMATH DE number 6619767
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English
A new hybrid estimation method for the generalized pareto distribution
scientific article; zbMATH DE number 6619767

    Statements

    A new hybrid estimation method for the generalized pareto distribution (English)
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    26 August 2016
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    extreme values
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    maximum goodness-of-fit estimator
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    maximum likelihood estimator
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    minimum distance estimator
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    parameter profiling
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