Fitting the Generalized Pareto Distribution to Data (Q4376040)
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scientific article; zbMATH DE number 1114324
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fitting the Generalized Pareto Distribution to Data |
scientific article; zbMATH DE number 1114324 |
Statements
5 September 1999
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elemental percentile method
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generalized extreme value distribution
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method of moments
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order statistics
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probability-weighted moments
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quantile estimation
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maximum likelihood
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Fitting the Generalized Pareto Distribution to Data (English)
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0.95521057
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0.92911565
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0.91612005
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0.90657127
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0.90277684
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0.8984144
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