Estimation of the generalized Pareto distribution
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Publication:1007361
DOI10.1016/J.SPL.2008.10.021zbMATH Open1156.62313OpenAlexW2006331849MaRDI QIDQ1007361FDOQ1007361
Joan del Castillo, Jalila Daoudi
Publication date: 20 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.021
Cites Work
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- An introduction to statistical modeling of extreme values
- Statistical inference using extreme order statistics
- Maximum likelihood estimation in a class of nonregular cases
- The singly truncated normal distribution: A non-steep exponential family
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Extreme Values in Finance, Telecommunications, and the Environment
- Fitting the Generalized Pareto Distribution to Data
Cited In (18)
- Estimation of Gini index of the Pareto distribution
- Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables
- Fitting the Generalized Pareto Distribution to Data
- Fitting Distribution to Data by a Generalized Nonlinear Least Squares Method
- Likelihood inference for generalized Pareto distribution
- Estimation of the Quantiles of PARETO'S Distribution
- Generalized Pareto approximation for a distribution in the Fréchet or Gumbel domain of attraction: Relative approximation error of a high quantile
- Minimum and Maximum Information Censoring Plans in Progressive Censoring
- Bayesian approach to parameter estimation of the generalized Pareto distribution
- Progressively type-II censored competing risks data from Lomax distributions
- Robust estimation of the generalized Pareto distribution
- Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
- DEVELOPING GENERALIZED LINEAR MODEL OF GAMMA-PARETO DISTRIBUTION
- A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution
- Methods to Distinguish Between Polynomial and Exponential Tails
- Title not available (Why is that?)
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- A general estimator for the right endpoint with an application to supercentenarian women's records
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