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

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

Parameter estimation for 2-parameter generalized pareto distribution by POME

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

Bayesian approach to parameter estimation of the generalized pareto distribution

Test ◽  
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

Parameter estimation of the generalized Pareto distribution—Part II

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

Parameter estimation of the generalized Pareto distribution—Part I

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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