Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution

In the parameter estimation of limit extreme value distributions, most employed methods only use some of the available data. Using the peaks-over-threshold method for Generalized Pareto Distribution (GPD), only the observations above a certain threshold are considered; therefore, a big amount of inf...

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Detalles Bibliográficos
Autores principales: Martín, Jacinto, Parra, María Isabel, Pizarro, Mario Martínez, Sanjuán, Eva López
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8870988/
https://www.ncbi.nlm.nih.gov/pubmed/35205473
http://dx.doi.org/10.3390/e24020178

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8870988/
https://www.ncbi.nlm.nih.gov/pubmed/35205473
http://dx.doi.org/10.3390/e24020178

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