Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution
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Publication:4355603
DOI10.1080/00949659608811728zbMath0881.62020WikidataQ126251526 ScholiaQ126251526MaRDI QIDQ4355603
Publication date: 21 September 1997
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659608811728
asymptotic behaviour; method of moments; lognormal distribution; finite support; probability-weighted moment estimates
62F10: Point estimation
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Cites Work