A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution
From MaRDI portal
Publication:4906435
DOI10.1080/03610918.2011.595868zbMATH Open1294.62042OpenAlexW2034364033MaRDI QIDQ4906435FDOQ4906435
Authors: J. Martin van Zyl 
Publication date: 11 February 2013
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2011.595868
Recommendations
- Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares
- A comparative evaluation of the estimators of the three-parameter generalized pareto distribution
- Parameter estimation of the generalized Pareto distribution. I
- A comparison of estimation techniques for the three parameter pareto distribution
- Estimation of parameters of the generalized Pareto distribution by the least squares method
- Estimation of the parameters of mixed generalized Pareto distributions
- Likelihood moment estimation for the three-parameter generalized Pareto distribution
- Parametric Estimates in a Generalized Pareto Distribution
- Parameter estimation of the generalized Pareto distribution. II
Cites Work
- Introduction to Time Series and Forecasting
- Title not available (Why is that?)
- Statistical inference using extreme order statistics
- Maximum likelihood estimation in a class of nonregular cases
- How to make a Hill plot.
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Title not available (Why is that?)
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- Parameter estimation of the generalized Pareto distribution. I
- Parameter estimation of the generalized Pareto distribution. II
- Estimation of the generalized Pareto distribution
Cited In (2)
This page was built for publication: A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4906435)
