메뉴 건너뛰기




Volumn 16, Issue 1, 2002, Pages 1-17

Correction to: Linear combinations of order statistics to estimate the position and scale parameters of the Generalized Pareto distribution (Stochastic Environmental Research and Risk Assessment, (2002), 16, 1, (1-17), 10.1007/s00477-001-0080-2);Linear combinations of order statistics to estimate the position and scale parameters of the Generalized Pareto distribution

Author keywords

Extreme events; Generalized Pareto distribution; Order statistics; Parameter's estimate; Position parameter; Scale parameter; Shape parameter

Indexed keywords


EID: 23044529644     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-021-02051-8     Document Type: Erratum
Times cited : (8)

References (16)
  • 4
    • 0000737722 scopus 로고
    • Modelling excesses over high thresholds, with an application
    • Tiago de Oliveira J (Ed) Reidel
    • Davison AC (1984) Modelling excesses over high thresholds, with an application. In Tiago de Oliveira J (Ed) Statistical extremes and applications, Reidel, 461-482
    • (1984) Statistical Extremes and Applications , pp. 461-482
    • Davison, A.C.1
  • 7
    • 0000310360 scopus 로고
    • L-moments: Analysis and estimation of distributions using linear combinations of order statistics
    • Ser. B
    • Hosking JRM (1990) L-moments: Analysis and estimation of distributions using linear combinations of order statistics. J. R. Stat. Soc., Ser. B 52(2): 105-124
    • (1990) J. R. Stat. Soc. , vol.52 , Issue.2 , pp. 105-124
    • Hosking, J.R.M.1
  • 8
    • 0023400777 scopus 로고
    • Parameter and quantile estimation for the Generalized Pareto distribution
    • Hosking JRM, Wallis JR (1987) Parameter and quantile estimation for the Generalized Pareto distribution. Technometrics 29(3): 339-349
    • (1987) Technometrics , vol.29 , Issue.3 , pp. 339-349
    • Hosking, J.R.M.1    Wallis, J.R.2
  • 10
    • 0022077001 scopus 로고
    • Testing exponentiality against Generalized Pareto distribution
    • van Montfort MAJ, Witter JV (1985) Testing exponentiality against Generalized Pareto distribution. J. Hydrology 78: 305-315
    • (1985) J. Hydrology , vol.78 , pp. 305-315
    • Van Montfort, M.A.J.1    Witter, J.V.2
  • 11
    • 0001075431 scopus 로고
    • Statistical inference using extreme order statistics
    • Pickands J (1975) Statistical inference using extreme order statistics. The Annals of Statistics 3(1): 119-131
    • (1975) The Annals of Statistics , vol.3 , Issue.1 , pp. 119-131
    • Pickands, J.1
  • 13
    • 0023483807 scopus 로고
    • Physical modelling and analysis of rain and clouds by anisotropic scaling multiplicative processes
    • Schertzer D, Lovejoy S (1987) Physical modelling and analysis of rain and clouds by anisotropic scaling multiplicative processes. J. Geophys. Res. 92(D8): 9693-9714
    • (1987) J. Geophys. Res. , vol.92 , Issue.D8 , pp. 9693-9714
    • Schertzer, D.1    Lovejoy, S.2
  • 14
    • 0001558246 scopus 로고
    • Threshold methods for sample extremes
    • Olineira J (Ed) Tiago de Reidel
    • Smith RL (1984) Threshold methods for sample extremes. In: Olineira J (Ed) Statistical extremes and applications, Tiago de Reidel, 621-638
    • (1984) Statistical Extremes and Applications , pp. 621-638
    • Smith, R.L.1
  • 15
    • 0000704345 scopus 로고
    • Maximum Likelihood estimation in a class of non-regular cases
    • Smith RL (1985) Maximum Likelihood estimation in a class of non-regular cases. Biometrika 72: 67-90
    • (1985) Biometrika , vol.72 , pp. 67-90
    • Smith, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.