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Communications in Statistics - Simulation and Computation Volume 46, 2017 - Issue 10
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Original Articles

Parameter estimation for generalized Pareto distribution by generalized probability weighted moment-equations

Haiqing ChenCollege of Applied Sciences, Beijing University of Technology, Beijing, China;School of Mathematics and Computer Science, Guizhou Normal College, Guizhou Guiyang, ChinaCorrespondence[email protected]
,
Weihu ChengCollege of Applied Sciences, Beijing University of Technology, Beijing, China
,
Jing ZhaoCollege of Applied Sciences, Beijing University of Technology, Beijing, ChinaORCID Iconhttp://orcid.org/0000-0001-6192-0335
ORCID Icon &
Xu ZhaoCollege of Applied Sciences, Beijing University of Technology, Beijing, China
Pages 7761-7776 | Received 21 Dec 2015, Accepted 12 Oct 2016, Published online: 09 May 2017

Citations (8)

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James Sharpe & Miguel A. Juárez. (2023) Estimation of the Pareto and related distributions – A reference-intrinsic approach. Communications in Statistics - Theory and Methods 52:3, pages 523-542.
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Articles from other publishers (7)

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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Frederico Caeiro & Ayana Mateus. (2023) A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution. Mathematics 11:5, pages 1076.
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Shahzad Hussain, Sajjad Haider Bhatti, Tanvir Ahmad & Muhammad Ahmed Shehzad. (2021) Parameter estimation of the Pareto distribution using least squares approaches blended with different rank methods and its applications in modeling natural catastrophes. Natural Hazards 107:2, pages 1693-1708.
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Ayana Mateus & Frederico Caeiro. (2020) A new class of estimators for the shape parameter of a Pareto model. Computational and Mathematical Methods 3:2.
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Jan Vrba & Jan Mareš. (2020) Introduction to Extreme Seeking Entropy. Entropy 22:1, pages 93.
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Xu Zhao, Zhongxian Zhang, Weihu Cheng & Pengyue Zhang. (2019) A New Parameter Estimator for the Generalized Pareto Distribution under the Peaks over Threshold Framework. Mathematics 7:5, pages 406.
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Konstantinos Gkillas, Stelios Bekiros & Costas Siriopoulos. (2018) Extreme Correlation in Cryptocurrency Markets. SSRN Electronic Journal.
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