Fitting the generalized Pareto distribution to data based on transformations of order statistics (Q5036523)
From MaRDI portal
scientific article; zbMATH DE number 7479932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting the generalized Pareto distribution to data based on transformations of order statistics |
scientific article; zbMATH DE number 7479932 |
Statements
Fitting the generalized Pareto distribution to data based on transformations of order statistics (English)
0 references
23 February 2022
0 references
generalized Pareto distribution
0 references
transformations
0 references
order statistics
0 references
least squares
0 references
parameter estimation
0 references
0 references