A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (Q4825494): Difference between revisions

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scientific article; zbMATH DE number 2111692
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English
A comparative evaluation of the estimators of the three-parameter generalized pareto distribution
scientific article; zbMATH DE number 2111692

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    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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