Robust and efficient estimation for the generalized pareto distribution

Extremes

Volumn 7, Issue 3, 2004, Pages 237-251

  Juárez, Sergio F ^a   Schucany, William R ^b  

^a UNIVERSIDAD VERACRUZANA   (Mexico)

^b SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

Excesses over high thresholds; Extreme values; Medians estimator; Minimum distance; Optimally biased robust estimator

Indexed keywords

EID: 29144515629     PISSN: 13861999     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10687-005-6475-6     Document Type: Article

References (8)

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