TL-moments and L-moments estimation for the generalized Pareto distribution (Q3629148)
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scientific article; zbMATH DE number 5558042
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|---|---|---|---|
| default for all languages | No label defined |
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| English | TL-moments and L-moments estimation for the generalized Pareto distribution |
scientific article; zbMATH DE number 5558042 |
Statements
26 May 2009
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GPD
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TL-moments
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L-moments
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skewness
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kurtosis
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method of TL-moments and L-moments estimation
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beta function
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gamma function
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order statistics
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0.8351767659187317
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0.8331059217453003
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0.8291770815849304
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0.8255592584609985
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0.8173873424530029
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