Fitting the Generalized Pareto Distribution to Data
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Publication:4376040
DOI10.2307/2965432zbMath0919.62014OpenAlexW4236634383MaRDI QIDQ4376040
Ali S. Hadi, Enrique F. Castillo
Publication date: 5 September 1999
Full work available at URL: https://doi.org/10.2307/2965432
order statisticsmaximum likelihoodmethod of momentsquantile estimationgeneralized extreme value distributionelemental percentile methodprobability-weighted moments
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