Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares

DOI10.1080/03610926.2016.1202286zbMath1384.62063OpenAlexW2516933746MaRDI QIDQ4605228

Haiqing Chen, Leilei Zhu, Yao-hua Rong, Wei-hu Cheng

Publication date: 21 February 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1202286

zbMATH Keywords

least squaresnonlinear least squaresthree-parameter generalized Pareto distribution

Mathematics Subject Classification ID

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

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Cites Work

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• Statistical inference using extreme order statistics
• Estimation of a biometric function
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Fitting the Generalized Pareto Distribution to Data

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