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Technometrics Volume 59, 2017 - Issue 4
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Original Articles

Minimum Distance Estimation for the Generalized Pareto Distribution

Piao ChenIndustrial and Systems Engineering, National University of Singapore, Singapore
,
Zhi-Sheng YeIndustrial and Systems Engineering, National University of Singapore, SingaporeCorrespondence[email protected]
&
Xingqiu ZhaoDepartment of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong
Pages 528-541 | Received 01 Jul 2016, Published online: 10 May 2017

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Gege Hou, Ancha Xu, Fengjing Cai & You-Gan Wang. (2022) Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function. Communications in Statistics - Theory and Methods 51:22, pages 7897-7910.
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Mahdi Rasekhi. (2020) A study on methods for estimating the PDF and the CDF in the exponentiated gamma distribution. Communications in Statistics - Simulation and Computation 49:8, pages 1999-2013.
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Articles from other publishers (11)

Wenru Chen, Xu Zhao, Mi Zhou, Haiqing Chen, Qingqing Ji & Weihu Cheng. (2024) Statistical Inference and Application of Asymmetrical Generalized Pareto Distribution Based on Peaks-Over-Threshold Model. Symmetry 16:3, pages 365.
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Huiping Jiao, Xiao Zhang & Chao Wei. (2023) $ L_{\infty} $-norm minimum distance estimation for stochastic differential equations driven by small fractional Lévy noise. AIMS Mathematics 8:1, pages 2083-2092.
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Xiang Xu, Zhen-Dong Qian, Qiao Huang, Yuan Ren & Bin Liu. (2022) Probabilistic anomaly trend detection for cable-supported bridges using confidence interval estimation. Advances in Structural Engineering 25:5, pages 966-978.
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Hideki Nagatsuka & N. Balakrishnan. (2021) Efficient likelihood-based inference for the generalized Pareto distribution. Annals of the Institute of Statistical Mathematics 73:6, pages 1153-1185.
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Xiao-Yang Li, Zhi-Sheng Ye & Cheng Yong Tang. (2021) Estimating the inter-occurrence time distribution from superposed renewal processes. Bernoulli 27:4.
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Chunling Luo & Lei Xu. (2021) Railway disruption management: Designing bus bridging services under uncertainty. Computers & Operations Research 131, pages 105284.
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Chunling Luo & Chin Hon Tan. (2020) Almost Stochastic Dominance for Most Risk-Averse Decision Makers. Decision Analysis 17:2, pages 169-184.
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Chunling Luo, Chin Hon Tan & Xiao Liu. (2020) Maximum excess dominance: Identifying impractical solutions in linear problems with interval coefficients. European Journal of Operational Research 282:2, pages 660-676.
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Song YingCao Yuanping. (2019) Bayes Reliability Analysis of Parameters of Generalized Pareto Distribution under Different Loss Functions. Bayes Reliability Analysis of Parameters of Generalized Pareto Distribution under Different Loss Functions.
Lijuan Shen & Loon Ching Tang. (2019) Enhancing resilience analysis of power systems using robust estimation. Reliability Engineering & System Safety 186, pages 134-142.
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Robert James & Wai Yin Leung. (2021) Comparing Parameter Estimation Techniques for the Generalised Pareto Distribution Using Consistent Scoring Functions. SSRN Electronic Journal.
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