Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations

DOI10.1080/03610918.2016.1249884MaRDI QIDQ3133045zbMATH OpenOpenAlexFDO

Authors Haiqing Chen, Jing Zhao, Xu Zhao, Wei-hu Cheng

Publication date 12 February 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1249884

zbMATH Keywords

generalized Pareto distributionquasi-momentsgeneralized probability weighted moments

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

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• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION

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