A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution

DOI10.1080/03610918.2011.595868zbMath1294.62042OpenAlexW2034364033MaRDI QIDQ4906435

J. Martin van Zyl

Publication date: 11 February 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.595868

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (2)

Unnamed Item ⋮ A review of more than one hundred Pareto-tail index estimators

Cites Work

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• Estimation of the generalized Pareto distribution
• Statistical inference using extreme order statistics
• How to make a Hill plot.
• Parameter estimation of the generalized Pareto distribution. I
• Parameter estimation of the generalized Pareto distribution. II
• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
• Maximum likelihood estimation in a class of nonregular cases
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Introduction to Time Series and Forecasting

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