Parameter estimation of the generalized Pareto distribution—Part I

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2008.11.019 ◽

2010 ◽

Vol 140 (6) ◽

pp. 1353-1373 ◽

Author(s):

P. de Zea Bermudez ◽

Samuel Kotz

Keyword(s):

Parameter Estimation ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Pareto

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Parameter estimation for 2-parameter generalized pareto distribution by POME

Stochastic Hydrology and Hydraulics ◽

10.1007/bf02427916 ◽

1997 ◽

Vol 11 (3) ◽

pp. 211-227 ◽

Author(s):

V. P. Singh ◽

H. Guo

Keyword(s):

Parameter Estimation ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Pareto

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Bayesian approach to parameter estimation of the generalized pareto distribution

Test ◽

10.1007/bf02595822 ◽

2003 ◽

Vol 12 (1) ◽

pp. 259-277 ◽

Author(s):

P. de Zea Bermudez ◽

M. A. Amaral Turkman

Keyword(s):

Parameter Estimation ◽

Bayesian Approach ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Pareto

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Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2016.1249884 ◽

2017 ◽

Vol 46 (10) ◽

pp. 7761-7776 ◽

Author(s):

Haiqing Chen ◽

Weihu Cheng ◽

Jing Zhao ◽

Xu Zhao

Keyword(s):

Parameter Estimation ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Moment Equations ◽

Generalized Pareto ◽

Probability Weighted Moment ◽

Generalized Probability

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Parameter estimation for 3-parameter generalized pareto distribution by the principle of maximum entropy (POME)

Hydrological Sciences Journal ◽

10.1080/02626669509491402 ◽

1995 ◽

Vol 40 (2) ◽

pp. 165-181 ◽

Author(s):

V. P. SINGH ◽

H. GUO

Keyword(s):

Parameter Estimation ◽

Maximum Entropy ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Principle Of Maximum Entropy ◽

Generalized Pareto ◽

Principle Of Maximum

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Assessment of the Combined Effects of Threshold Selection and Parameter Estimation of Generalized Pareto Distribution with Applications to Flood Frequency Analysis

Water ◽

10.3390/w9090692 ◽

2017 ◽

Vol 9 (9) ◽

pp. 692 ◽

Author(s):

Amr Gharib ◽

Evan Davies ◽

Greg Goss ◽

Monireh Faramarzi

Keyword(s):

Parameter Estimation ◽

Frequency Analysis ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Flood Frequency ◽

Flood Frequency Analysis ◽

Combined Effects ◽

Threshold Selection ◽

Generalized Pareto

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Parameter estimation and threshold selection uncertainty in extreme wind speed distribution – A frequentist approach with generalized Pareto distribution using automatic threshold selection

Időjárás ◽

10.28974/idojaras.2020.3.1 ◽

2020 ◽

Vol 124 (3) ◽

pp. 311-330

Author(s):

Ágnes Kenéz ◽

Attila László Joó

Keyword(s):

Parameter Estimation ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Threshold Selection ◽

Speed Distribution ◽

Generalized Pareto ◽

Wind Speed Distribution ◽

Extreme Wind ◽

Extreme Wind Speed

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Alternative approaches to generalized Pareto distribution shape parameter estimation through expert opinions

The Journal of Operational Risk ◽

10.21314/jop.2013.121 ◽

2013 ◽

Vol 8 (2) ◽

pp. 47-72 ◽

Author(s):

Claudio Andreatta ◽

Diego Mazza

Keyword(s):

Parameter Estimation ◽

Shape Parameter ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Expert Opinions ◽

Generalized Pareto ◽

Distribution Shape ◽

Alternative Approaches

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Parameter estimation of the generalized Pareto distribution—Part II

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2008.11.020 ◽

2010 ◽

Vol 140 (6) ◽

pp. 1374-1388 ◽

Author(s):

P. de Zea Bermudez ◽

Samuel Kotz

Keyword(s):

Parameter Estimation ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Pareto

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Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2016.1202286 ◽

2017 ◽

Vol 46 (23) ◽

pp. 11440-11449

Author(s):

Haiqing Chen ◽

Weihu Cheng ◽

Leilei Zhu ◽

Yaohua Rong

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Linear Least Squares ◽

Generalized Pareto ◽

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Comparison of Tail Performance of the Champernowne Transformed Kernel Density Estimator, the Generalized Pareto Distribution and the G-and-H Distribution

SSRN Electronic Journal ◽

10.2139/ssrn.1395682 ◽

2009 ◽

Author(s):

Tine Buch-Kromann

Keyword(s):

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Kernel Density ◽

Kernel Density Estimator ◽

Density Estimator ◽

Generalized Pareto

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