Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares (Q4605228)

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scientific article; zbMATH DE number 6841780
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Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares
scientific article; zbMATH DE number 6841780

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    title
    Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares (English)
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    author
    Haiqing Chen
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    Leilei Zhu
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    Wei-hu Cheng
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    Yao-hua Rong
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    publication date
    21 February 2018
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    Mathematics Subject Classification ID
    62F10
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    62G30
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    62E15
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    zbMATH DE Number
    6841780
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    zbMATH Keywords
    least squares
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    nonlinear least squares
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    three-parameter generalized Pareto distribution
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    OpenAlex ID
    W2516933746
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