A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (Q4825494): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Prior Probabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation of quantiles of the maximum of <i>N</i> observations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Statistical inference using extreme order statistics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Parameter estimation for 2-parameter generalized Pareto distribution by POME / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimating tails of probability distributions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The first and the second e of the extreme value distribution, EV1 / rank | |||
Normal rank | |||
Latest revision as of 14:56, 7 June 2024
scientific article; zbMATH DE number 2111692
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
28 October 2004
0 references
Monte Carlo simulation
0 references
method of moments
0 references
maximum likelihood
0 references
probability weighted moments
0 references
tables
0 references
