Revisiting some estimation methods for the generalized Pareto distribution
Author:
Publisher
Elsevier BV
Subject
Water Science and Technology
Reference12 articles.
1. Ashkar, F., Bayentin, J., Savoie, N., El-Jabi, N., 2004. “Frequency analysis of low streamflow characteristics using statistical distributions.” In: Proceedings Of The 2004 World Water and Environmental Resources Congress, June 27 – July 1, 2004, Salt Lake City, UT; Sponsored by Environmental and Water Resources Institute (EWRI) of The American Society of Civil Engineers.
2. On some methods of fitting the generalized Pareto distribution;Ashkar;Journal of Hydrology,1996
3. Goodness-of-fit for the Generalized Pareto distribution;Choulakian;Technometrics,2001
4. Davison, A.C., 1984. Modeling excesses over high thresholds, with an application.” In: Statistical Extremes and Applications, ed. J. Tiago de Oliveira, Dordrecht: D. Reidel, pp. 461–482.
5. Estimating the probability of obtaining nonfeasible parameter estimates of the generalized Pareto distribution;Dupuis;Journal of Statistical Computation and Simulation,1996
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