Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations

DOI10.1080/03610918.2016.1249884zbMath1383.62053OpenAlexW2547264104MaRDI QIDQ3133045

Jing Zhao, Haiqing Chen, Xu Zhao, Wei-hu Cheng

Publication date: 12 February 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1249884

zbMATH Keywords

generalized Pareto distributionquasi-momentsgeneralized probability weighted moments

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

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