A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution (Q4906435): Difference between revisions

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scientific article; zbMATH DE number 6135673

Language	Label	Description	Also known as
English	A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution	scientific article; zbMATH DE number 6135673

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instance of

scholarly article

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title

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

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zbMATH Open document ID

1294.62042

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DOI

10.1080/03610918.2011.595868

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author

J. Martin van Zyl

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published in

Communications in Statistics - Simulation and Computation

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publication date

11 February 2013

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Mathematics Subject Classification ID

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610918.2011.595868

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OpenAlex ID

W2034364033

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cites work

Introduction to Time Series and Forecasting

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Estimation of the generalized Pareto distribution

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Parameter estimation of the generalized Pareto distribution. I

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Parameter estimation of the generalized Pareto distribution. II

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How to make a Hill plot.

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Parameter and Quantile Estimation for the Generalized Pareto Distribution

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Q4315010

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Statistical inference using extreme order statistics

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Maximum likelihood estimation in a class of nonregular cases

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Q4714460

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LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION

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Sitelinks

Mathematics(1 entry)

mardi Publication:4906435

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+Introduction to Time Series and Forecasting
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+Normal rank
@@ Property / cites work @@
+Estimation of the generalized Pareto distribution
@@ Property / cites work: Estimation of the generalized Pareto distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation of the generalized Pareto distribution. I
+Normal rank
@@ Property / cites work @@
+Parameter estimation of the generalized Pareto distribution. II
+Normal rank
@@ Property / cites work @@
+How to make a Hill plot.
@@ Property / cites work: How to make a Hill plot. / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter and Quantile Estimation for the Generalized Pareto Distribution
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in a class of nonregular cases
+Normal rank
@@ Property / cites work @@
+Q4714460
@@ Property / cites work: Q4714460 / rank @@
+Normal rank
@@ Property / cites work @@
+LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
+Normal rank