A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (Q4825494): Difference between revisions
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Revision as of 18:35, 5 March 2024
scientific article; zbMATH DE number 2111692
Language | Label | Description | Also known as |
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English | A comparative evaluation of the estimators of the three-parameter generalized pareto distribution |
scientific article; zbMATH DE number 2111692 |
Statements
A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (English)
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28 October 2004
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Monte Carlo simulation
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method of moments
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maximum likelihood
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probability weighted moments
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tables
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