Estimation for the generalized pareto distribution with censored data

DOI10.1080/03610910008813660zbMATH Open1008.62557OpenAlexW2088179552MaRDI QIDQ4787645FDOQ4787645

Chien-Tai Lin, Wen-Yen Wang

Publication date: 2000

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

Full work available at URL: https://doi.org/10.1080/03610910008813660

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zbMATH Keywords

parameter estimationmaximum likelihoodstatistical computing

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• Statistical inference using extreme order statistics
• Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
• Estimating tails of probability distributions
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Title not available (Why is that?)
• Recurrence relations for single and product moments of record values from generalized pareto distribution
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution

Cited In (2)

• Estimation of the upper cutoff parameter for the tapered Pareto distribution
• Empirical estimation based on progressive first failure censored generalized Pareto data

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