A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (Q4825494)
From MaRDI portal
scientific article; zbMATH DE number 2111692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparative evaluation of the estimators of the three-parameter generalized pareto distribution |
scientific article; zbMATH DE number 2111692 |
Statements
A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (English)
0 references
28 October 2004
0 references
Monte Carlo simulation
0 references
method of moments
0 references
maximum likelihood
0 references
probability weighted moments
0 references
tables
0 references
