Maximum product of spacings estimators for the generalized Pareto and log-logistic distributions

DOI10.1007/BF01581791zbMath0870.62009OpenAlexW2043520911MaRDI QIDQ1353429

D. L. Fitzgerald

Publication date: 18 September 1997

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581791

zbMATH Keywords

tablesmaximum likelihoodgeneralized Pareto distributionmaximum product of spacings methodprobability weighted moment estimatesquantile estimatestwo parameter log-logistic distribution

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence ⋮ Analysis of extreme rainfall using the log logistic distribution ⋮ On the Estimation of Parameters of Kumaraswamy-GDistributions

Uses Software

• LMOMENTS

Cites Work

• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Sampling properties of estimators of the log-logistic distribution with application to Canadian precipitation data
• Strong bounds for multidimensional spacings
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