Parameter estimation of the generalized Pareto distribution. I (Q2270258): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2008.11.019 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2020498271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4365234 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting the Generalized Pareto Distribution to Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to statistical modeling of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-based inference for extreme value model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moment estimator for the index of an extreme-value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at probability-weighted moments estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hybrid estimator for generalized pareto and extreme-value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Practical extreme value modelling of hydrological floods and droughts: a case study / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hierarchical Model for Extreme Wind Speeds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4162318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040329 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3259350 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3482696 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2718634 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4955637 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes and related properties of random sequences and processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comprehensive evaluation of regional flood frequency analysis by L- and LH-moments. II: Development of LH-moments parameters for the generalized Pareto and generalized logistic distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme value statistics and wind storm losses: A case study / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparative evaluation of the estimators of the three-parameter generalized pareto distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3692669 / rank
 
Normal rank

Latest revision as of 13:19, 2 July 2024

scientific article
Language Label Description Also known as
English
Parameter estimation of the generalized Pareto distribution. I
scientific article

    Statements

    Parameter estimation of the generalized Pareto distribution. I (English)
    0 references
    0 references
    0 references
    18 March 2010
    0 references
    generalized Pareto distribution
    0 references
    maximum likelihood
    0 references
    method of moments
    0 references
    probability weighted moments
    0 references
    least squares
    0 references
    order statistics
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers