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Original Articles

Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution

Pages 185-191 | Published online: 12 Mar 2012

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Muhammad Aslam, S. Balamurali, P. Jeyadurga & Muhammad Ali Raza. (2022) Monitoring number of non-conforming items based on multiple dependent state repetitive sampling under truncated life tests. Communications in Statistics - Theory and Methods 51:17, pages 5806-5825.
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Seyoon Lee & Joseph H. T. Kim. (2019) Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory. Communications in Statistics - Theory and Methods 48:8, pages 2014-2038.
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Haiqing Chen, Weihu Cheng, Yaohua Rong & Xu Zhao. (2019) Fitting the generalized Pareto distribution to data based on transformations of order statistics. Journal of Applied Statistics 46:3, pages 432-448.
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P. Jeyadurga, S. Balamurali & M. Aslam. (2018) Design of an attribute np control chart for process monitoring based on repetitive group sampling under truncated life tests. Communications in Statistics - Theory and Methods 47:24, pages 5934-5955.
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Haiqing Chen, Weihu Cheng, Jing Zhao & Xu Zhao. (2017) Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations. Communications in Statistics - Simulation and Computation 46:10, pages 7761-7776.
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Piao Chen, Zhi-Sheng Ye & Xingqiu Zhao. (2017) Minimum Distance Estimation for the Generalized Pareto Distribution. Technometrics 59:4, pages 528-541.
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Muhammad Aslam, Nasrullah Khan & Chi-Hyuck Jun. (2016) A control chart for time truncated life tests using Pareto distribution of second kind. Journal of Statistical Computation and Simulation 86:11, pages 2113-2122.
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Chunlin Wang & Gemai Chen. (2016) A new hybrid estimation method for the generalized pareto distribution. Communications in Statistics - Theory and Methods 45:14, pages 4285-4294.
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David E. Giles, Hui Feng & Ryan T. Godwin. (2016) Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution. Communications in Statistics - Theory and Methods 45:8, pages 2465-2483.
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A. Asgharzadeh, Hassan S. Bakouch & L. Esmaeili. (2013) Pareto Poisson–Lindley distribution with applications. Journal of Applied Statistics 40:8, pages 1717-1734.
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P. de Zea Bermudez & Zilda Mendes. (2012) Extreme Value Theory in Medical Sciences: Modeling Total High Cholesterol Levels. Journal of Statistical Theory and Practice 6:3, pages 468-491.
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B. De Boeck, O. Thas, J.C. W. Rayner & D.J. Best. (2011) Generalised Smooth Tests for the Generalised Pareto Distribution. Journal of Statistical Theory and Practice 5:4, pages 737-750.
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Ali A. Ismail, Abdalla A. Abdel-Ghaly & Eman H. El-Khodary. (2011) Optimum constant-stress life test plans for Pareto distribution under type-I censoring. Journal of Statistical Computation and Simulation 81:12, pages 1835-1845.
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Jürg Hüsler, Deyuan Li & Mathias Raschke. (2011) Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit. Communications in Statistics - Theory and Methods 40:14, pages 2500-2510.
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MadhuriS. Mulekar & Takeshi Fukasawa. (2010) Estimation of Statistical Measures of Income Similarity. Journal of Statistical Theory and Practice 4:4, pages 743-755.
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SimosG. Meintanis & Yiannis Bassiakos. (2007) Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis. Communications in Statistics - Theory and Methods 36:4, pages 833-849.
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Ouadia Radouane & Emmanuelle Crétois. (2002) NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION. Communications in Statistics - Theory and Methods 31:7, pages 1067-1078.
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Anwar M. Hossain & William J. Zimmer. (2000) Comparisons of methods of estimation for a pareto distribution of the first kind. Communications in Statistics - Theory and Methods 29:4, pages 859-878.
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Chien-Tai Lin & Wen-Yen Wang. (2000) Estimation for the generalized pareto distribution with censored data. Communications in Statistics - Simulation and Computation 29:4, pages 1183-1213.
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Enrique Castillo & AliS. Hadi. (1997) Fitting the Generalized Pareto Distribution to Data. Journal of the American Statistical Association 92:440, pages 1609-1620.
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Jungsoo Woo & M. Masoom Ali. (1995) Parametric Estimates in a Generalized Pareto Distribution. Journal of Information and Optimization Sciences 16:2, pages 301-306.
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