Shrinkage methods for estimating the shape parameter of the generalized Pareto distribution
From MaRDI portal
Publication:6535674
Recommendations
- Parameter estimation of generalized partial probability weighted moments for the generalized Pareto distribution
- A new hybrid estimation method for the generalized Pareto distribution
- Correcting certain estimation methods for the generalized Pareto distribution
- Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations
- Efficient likelihood-based inference for the generalized Pareto distribution
Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- An introduction to statistical modeling of extreme values
- Coupon collector's problem and generalized Pareto distributions
- Estimating extreme tail risk measures with generalized Pareto distribution
- 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
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework
- Quantile estimation for the generalized Pareto distribution with application to finance
- Residual life time at great age
- Statistical inference using extreme order statistics
- Statistics of Extremes
This page was built for publication: Shrinkage methods for estimating the shape parameter of the generalized Pareto distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6535674)
