Parametric Estimates in a Generalized Pareto Distribution

DOI10.1080/02522667.1995.10699227zbMath0861.62021OpenAlexW2017486958MaRDI QIDQ4718632

Jungsoo Woo, M. Masoom Ali

Publication date: 8 December 1996

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1995.10699227

zbMATH Keywords

shapeMonte Carlo methodsimulationsgeneralized Pareto distributionmoment estimatesscalebiasesmean square errorsright-tail probability

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Estimating tails of probability distributions
• Statistical inference using extreme order statistics

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