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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| 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 |