Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution

DOI10.1007/s00477-001-0080-2zbMath1028.62036OpenAlexW4247081777MaRDI QIDQ1864459

G. Sazlvadori

Publication date: 18 March 2003

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-001-0080-2

zbMATH Keywords

order statisticsscale parametershape parametergeneralized Pareto distributionextreme eventsposition parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

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