Estimation of parameters of the generalized Pareto distribution by the least squares method
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Publication:5398741
zbMATH Open1289.62020MaRDI QIDQ5398741FDOQ5398741
Authors: Haiqing Chen, Wei-hu Cheng 
Publication date: 28 February 2014
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Cited In (11)
- Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares
- Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables
- Fitting the Generalized Pareto Distribution to Data
- Fitting the generalized Pareto distribution to data based on transformations of order statistics
- Improved inference for the generalized Pareto distribution under linear, power and exponential normalization
- Likelihood moment estimation for the three-parameter generalized Pareto distribution
- DEVELOPING GENERALIZED LINEAR MODEL OF GAMMA-PARETO DISTRIBUTION
- A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution
- Estimation for the generalized pareto distribution with censored data
- A comparative evaluation of the estimators of the three-parameter generalized pareto distribution
- Parameter estimation of the generalized Pareto distribution. II
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