Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 904-917

  Luceño, Alberto ^a  

^a UNIVERSITY OF CANTABRIA   (Spain)

Author keywords

Anderson Darling statistic; Cramer von Mises statistic; Empirical distribution function; Generalized linear models; Kolmogorov distance; Minimum distance estimator

Indexed keywords

MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; STATISTICAL METHODS;

ANDERSON-DARLING STATISTICS; CUMULATIVE DISTRIBUTION FUNCTION (CDF); EMPIRICAL DISTRIBUTION FUNCTION (EDF);

FUNCTION EVALUATION;

EID: 33750309627     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.09.011     Document Type: Article

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