Likelihood moment estimation for the three-parameter generalized Pareto distribution

MaRDI QIDQ5166114zbMATH OpenFDO

Authors Fang Wang, Hui Men

Publication date 30 June 2014

zbMATH Keywords

asymptotic distributiongeneralized Pareto distributionextremal datalikelihood moment estimation

Mathematics Subject Classification ID

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

Recommendations

• LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
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• Parameter estimation of the generalized Pareto distribution. I

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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