Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory
DOI10.1080/03610926.2018.1441418OpenAlexW2962703692WikidataQ57255291 ScholiaQ57255291MaRDI QIDQ5078393FDOQ5078393
Authors: Se Yoon Lee, Joseph H. T. Kim 
Publication date: 23 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.01686
extreme value theorygeneralized Pareto distribution (GPD)variable transformationHill plotexponentiated generalized Pareto distribution
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Cited In (5)
- Tail inference using extreme U-statistics
- Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses
- A novel approach for analyzing system reliability using generalized intuitionistic fuzzy Pareto lifetime distribution
- Structural properties of the alpha power exponentiated generalized Pareto distribution with applications
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