Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (Q4355603)
From MaRDI portal
scientific article; zbMATH DE number 1063901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution |
scientific article; zbMATH DE number 1063901 |
Statements
Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (English)
0 references
21 September 1997
0 references
probability-weighted moment estimates
0 references
finite support
0 references
asymptotic behaviour
0 references
lognormal distribution
0 references
method of moments
0 references
