Likelihood moment estimation for the generalized Pareto distribution

Australian and New Zealand Journal of Statistics

Volumn 49, Issue 1, 2007, Pages 69-77

  Jin, Zhang ^a,b  

^a YUNNAN UNIVERSITY   (China)

^b UNIVERSITY OF MANITOBA   (Canada)

Author keywords

Asymptotic efficiency; Maximum likelihood estimation; Moment estimation; Probability weighted moment

Indexed keywords

EID: 33846681233     PISSN: 13691473     EISSN: 1467842X     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2006.00464.x     Document Type: Article

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