Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution (Q1864459)
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scientific article; zbMATH DE number 1883950
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| English | Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution |
scientific article; zbMATH DE number 1883950 |
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Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution (English)
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18 March 2003
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extreme events
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generalized Pareto distribution
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order statistics
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position parameter
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scale parameter
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shape parameter
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0.9382952451705932
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0.9050750136375428
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0.8383362293243408
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0.8199423551559448
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0.8160067200660706
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