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Estimation of second order parameters using probability weighted moments - MaRDI portal

Estimation of second order parameters using probability weighted moments (Q4921828)

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scientific article; zbMATH DE number 6162839
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Estimation of second order parameters using probability weighted moments
scientific article; zbMATH DE number 6162839

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    Estimation of second order parameters using probability weighted moments (English)
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    14 May 2013
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    extreme values
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    domain of attraction
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    excesses
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    generalized Pareto distribution
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    probability-weighted moments
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    second-order parameter
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    third-order condition
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