Parameter estimation for 2-parameter generalized Pareto distribution by POME (Q1369696)
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scientific article; zbMATH DE number 1076917
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| English | Parameter estimation for 2-parameter generalized Pareto distribution by POME |
scientific article; zbMATH DE number 1076917 |
Statements
Parameter estimation for 2-parameter generalized Pareto distribution by POME (English)
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22 June 1998
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generalized Pareto distribution
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principle of maximum entropy
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methods of moments
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probability weighted moments
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maximum likelihood estimation
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0.841833233833313
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0.8384831547737122
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0.8318406343460083
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0.8203706741333008
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