Correcting Certain Estimation Methods for the Generalized Pareto Distribution

DOI10.1007/978-1-4614-5134-1_19zbMath1380.62225OpenAlexW82979446MaRDI QIDQ4596171

Jelena Jocković

Publication date: 30 November 2017

Published in: Optimization Theory, Decision Making, and Operations Research Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-5134-1_19

zbMATH Keywords

generalized Pareto distributionsmethod of momentsfeasible estimatesmethod of probability weighted moments

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cites Work

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• Fitting the Generalized Pareto Distribution to Data
• A hybrid estimator for generalized pareto and extreme-value distributions

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