Parameter estimation of the generalized Pareto distribution. I (Q2270258)
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scientific article; zbMATH DE number 5682905
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| English | Parameter estimation of the generalized Pareto distribution. I |
scientific article; zbMATH DE number 5682905 |
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Parameter estimation of the generalized Pareto distribution. I (English)
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18 March 2010
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generalized Pareto distribution
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maximum likelihood
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method of moments
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probability weighted moments
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least squares
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order statistics
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0.9370037913322448
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0.9121931791305542
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0.9121931791305542
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0.9037359356880188
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0.8786394596099854
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