Improved inference for the generalized Pareto distribution under linear, power and exponential normalization

DOI10.14736/kyb-2022-6-0883OpenAlexW4319264831MaRDI QIDQ5878539

O. M. Khaled, Nourhan Khalil Rakha, H. M. Barakat

Publication date: 21 February 2023

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2022-6-0883

zbMATH Keywords

method of momentsgeneralized extreme value distributiongeneralized Pareto distributionL-momentsprobability weighted momentslinear-power-exponential normalization

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Uses Software

• LMOMENTS
• ismev

Cites Work

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