A new hybrid estimation method for the generalized pareto distribution
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Publication:2816876
DOI10.1080/03610926.2014.919399zbMath1346.62044OpenAlexW2398886085MaRDI QIDQ2816876
Publication date: 26 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/A_New_Hybrid_Estimation_Method_for_the_Generalized_Pareto_Distribution/1600883
extreme valuesmaximum likelihood estimatorminimum distance estimatormaximum goodness-of-fit estimatorparameter profiling
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Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework ⋮ A review of more than one hundred Pareto-tail index estimators
Cites Work
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
- Statistical inference using extreme order statistics
- Bootstrap methods: another look at the jackknife
- Maximum likelihood estimation in a class of nonregular cases
- A hybrid estimator for generalized pareto and extreme-value distributions
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