Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (Q4355603): Difference between revisions
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| Property / cites work: A note on generalized Pareto distributions and the k upper extremes / rank | |||
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| Property / cites work: On a basis for ''peaks over threshold'' modeling / rank | |||
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| Property / cites work: Q5289009 / rank | |||
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| Property / cites work: Estimating tails of probability distributions / rank | |||
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Latest revision as of 09:03, 25 June 2024
scientific article; zbMATH DE number 1063901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution |
scientific article; zbMATH DE number 1063901 |
Statements
Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (English)
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21 September 1997
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probability-weighted moment estimates
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finite support
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asymptotic behaviour
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lognormal distribution
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method of moments
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