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Communications in Statistics - Theory and Methods Volume 27, 1998 - Issue 4
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Original Articles

A hybrid estimator for generalized pareto and extreme-value distributions

D.J. Dupuis Department of Engineering Mathematics, Dalhousie University, Halifax, Nova Scotia, B3J 2X4, Canada
&
M. Tsao Department of Mathematics and Statistics, University of Victoria, Victoria, British Columbia, V8W 3P4, Canada
Pages 925-941 | Received 01 Nov 1997, Published online: 27 Jun 2007

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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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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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Peter Ruckdeschel & Nataliya Horbenko. (2013) Optimally robust estimators in generalized Pareto models. Statistics 47:4, pages 762-791.
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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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Jin Zhang. (2010) Improving on Estimation for the Generalized Pareto Distribution. Technometrics 52:3, pages 335-339.
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BIN FANG, SHENGLIAN GUO, SHANXU WANG, PAN LIU & YI XIAO. (2007) Non-identical models for seasonal flood frequency analysis. Hydrological Sciences Journal 52:5, pages 974-991.
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V Choulakian & M. A Stephens. (2001) Goodness-of-Fit Tests for the Generalized Pareto Distribution. Technometrics 43:4, pages 478-484.
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FranciscoJ. Diaz. (1999) Identifying Tail Behavior by Means of Residual Quantile Functions. Journal of Computational and Graphical Statistics 8:3, pages 493-509.
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