Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040)
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scientific article; zbMATH DE number 6801976
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| English | Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework |
scientific article; zbMATH DE number 6801976 |
Statements
Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (English)
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1 November 2017
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generalized Pareto distribution
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peaks over threshold
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maximum likelihood estimator
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nonlinear least squares
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Hill estimator
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0.8052851557731628
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0.8018359541893005
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0.8001876473426819
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0.7999534010887146
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0.7964069247245789
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