Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations (Q3133045)
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scientific article; zbMATH DE number 6837388
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| English | Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations |
scientific article; zbMATH DE number 6837388 |
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Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations (English)
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12 February 2018
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generalized Pareto distribution
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generalized probability weighted moments
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quasi-moments
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0.9104809165000916
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0.9037359356880188
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0.8902186155319214
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0.8851379752159119
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0.8851379752159119
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