Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit
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Publication:3017861
DOI10.1080/03610920903324874zbMath1218.62011MaRDI QIDQ3017861
Mathias Raschke, Deyuan Li, Juerg Hüsler
Publication date: 20 July 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903324874
62F12: Asymptotic properties of parametric estimators
60F05: Central limit and other weak theorems
62F10: Point estimation
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Cites Work
- Existence and consistency of the maximum likelihood estimator for the extreme value index
- Statistical inference using extreme order statistics
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- Maximum likelihood estimation in a class of nonregular cases
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution