Parameter and quantile estimation for the generalized pareto distribution

Technometrics

Volumn 29, Issue 3, 1987, Pages 339-349

  Hosking, J R M ^a,b   Wallis, J R ^a  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b CENTRE FOR ECOLOGY AND HYDROLOGY   (United Kingdom)

Author keywords

Maximum likelihood; Method of moments; Probability weighted moments

Indexed keywords

HYDROLOGY - CALCULATIONS; RELIABILITY - CALCULATIONS;

MAXIMUM LIKELIHOOD; METHOD OF MOMENTS; PARETO DISTRIBUTION; PROBABILITY-WEIGHTED MOMENTS;

STATISTICAL METHODS;

EID: 0023400777     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1080/00401706.1987.10488243     Document Type: Article

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