Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (Q4355603): Difference between revisions

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scientific article; zbMATH DE number 1063901
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Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution
scientific article; zbMATH DE number 1063901

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    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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