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Fitting the generalized Pareto distribution to data based on transformations of order statistics - MaRDI portal

Fitting the generalized Pareto distribution to data based on transformations of order statistics (Q5036523)

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scientific article; zbMATH DE number 7479932
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Fitting the generalized Pareto distribution to data based on transformations of order statistics
scientific article; zbMATH DE number 7479932

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    Fitting the generalized Pareto distribution to data based on transformations of order statistics (English)
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    23 February 2022
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    generalized Pareto distribution
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    transformations
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    order statistics
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    least squares
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    parameter estimation
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