Confidence intervals of the generalized Pareto distribution parameters based on upper record values

DOI10.1007/S10255-019-0860-4zbMATH Open1436.62068OpenAlexW2995991246WikidataQ126587298 ScholiaQ126587298MaRDI QIDQ2300533FDOQ2300533

Shao-Jie Wei, Wei-hu Cheng, Yang Zhang, Zhenhai Yang, Xu Zhao

Publication date: 27 February 2020

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-019-0860-4

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zbMATH Keywords

confidence intervalgeneralized Pareto distributionrecord valuesupper record valuesleast squares estimatorequal probability density principleflood data

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30)

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• On the normal record values and associated inference
• Inferences for generalized exponential distribution based on record statistics
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• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
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Cited In (3)

• Confidence intervals and accuracy estimation for heavy-tailed generalized Pareto distributions
• Title not available (Why is that?)
• Record values from generlized Pareto distribution and associated inference.

Uses Software

• LMOMENTS

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