Parameter estimation of the generalized Pareto distribution. I
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Publication:2270258
DOI10.1016/j.jspi.2008.11.019zbMath1185.62051OpenAlexW2020498271MaRDI QIDQ2270258
Samuel Kotz, P. de Zea Bermudes
Publication date: 18 March 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.11.019
order statisticsmaximum likelihoodleast squaresmethod of momentsgeneralized Pareto distributionprobability weighted moments
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Cites Work
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