Likelihood moment estimation for the three-parameter generalized Pareto distribution

zbMATH Open1299.62013MaRDI QIDQ5166114FDOQ5166114

Authors: Fang Wang, Hui Men 

Publication date: 30 June 2014

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zbMATH Keywords

asymptotic distributiongeneralized Pareto distributionextremal datalikelihood moment estimation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cited In (2)

• A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution
• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION

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