Shrinkage methods for estimating the shape parameter of the generalized Pareto distribution
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Publication:6535674
DOI10.1155/2023/9750638zbMATH Open1541.6212MaRDI QIDQ6535674FDOQ6535674
Authors: Wilhemina Adoma Pels, Atinuke O. Adebanji, Sampson Twumasi-Ankrah, R. Minkah 
Publication date: 1 February 2024
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
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Cites Work
- An introduction to statistical modeling of extreme values
- Statistics of Extremes
- Statistical inference using extreme order statistics
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- Residual life time at great age
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- Fitting the Generalized Pareto Distribution to Data
- Estimating extreme tail risk measures with generalized Pareto distribution
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework
- Coupon collector's problem and generalized Pareto distributions
- Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables
- Quantile estimation for the generalized Pareto distribution with application to finance
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