Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution

DOI10.1080/00949659608811728zbMath0881.62020OpenAlexW1987284074WikidataQ126251526 ScholiaQ126251526MaRDI QIDQ4355603

Debbie J. Dupuis

Publication date: 21 September 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811728

zbMATH Keywords

asymptotic behaviourmethod of momentslognormal distributionfinite supportprobability-weighted moment estimates

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (5)

Correcting Certain Estimation Methods for the Generalized Pareto Distribution ⋮ Estimating the probability of obtaining nonfeasible parameter estimates of the generalized extreme-value distribution ⋮ Bayesian approach to parameter estimation of the generalized Pareto distribution ⋮ A hybrid estimator for generalized pareto and extreme-value distributions ⋮ Parameter estimation of the generalized Pareto distribution. I

Cites Work

• Unnamed Item
• Estimating tails of probability distributions
• A note on generalized Pareto distributions and the k upper extremes
• On a basis for peaks over threshold modeling

This page was built for publication: Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution