Some efficient closed-form estimators of the parameters of the generalized Pareto distribution-Reference-Cited by-同舟云学术

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Some efficient closed-form estimators of the parameters of the generalized Pareto distribution

Published:2022-09-12 Issue:4 Volume:29 Page:827-847
ISSN:1352-8505
Container-title:Environmental and Ecological Statistics
language:en
Short-container-title:Environ Ecol Stat

Author:

From Steven G.,Ratnasingam Suthakaran^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Environmental Science,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s10651-022-00548-1.pdf

Reference20 articles.

1. Belisle CJP (1992) Convergence theorems for a class of simulated annealing algorithms on Rd. J Appl Probab 29:885–895

2. Castillo E (1988) Extreme value theory in engineering. Academic Press, New York

3. Castillo E (1994) Extremes in engineering applications. In: Galambos J et al (ed) Proceedings of the conference on extreme value theory and its applications. Kluwer, Gaithersburg, pp 15–42

4. Castillo E, Hadi AS (1995a) A method for estimating parameters and quantiles of distributions of continuous random variables. Comput Stat Data Anal 20:421–439

5. Castillo E, Hadi AS (1995b) Modeling lifetime data with applications to fatigue models. J Am Stat Assoc 90:1041–1054

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Statistical Inference and Application of Asymmetrical Generalized Pareto Distribution Based on Peaks-Over-Threshold Model;Symmetry;2024-03-18

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