Parameter and Quantile Estimation for the Generalized Pareto Distribution
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Publication:3765023
DOI10.2307/1269343zbMath0628.62019OpenAlexW2091656757WikidataQ56912479 ScholiaQ56912479MaRDI QIDQ3765023
James R. Wallis, Jonathan R. M. Hosking
Publication date: 1987
Full work available at URL: https://semanticscholar.org/paper/75ed71e3aa4d6f0171f336173744eb0b4d594c01
maximum likelihood estimationcomputer simulationmethod of momentsgeneralized Pareto distributionprobability-weighted momentsaccuracy of confidence intervals
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