Performances of some parameter estimators of the generalized Pareto distribution over rounded-off samples

Physics and Chemistry of the Earth

Volumn 34, Issue 10-12, 2009, Pages 626-634

  Deidda, Roberto ^a   Puliga, Michelangelo ^a  

^a UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

Bias; Estimators; Generalized Pareto distribution; Root mean square errors; Rounded off records

Indexed keywords

BIAS; ESTIMATORS; GENERALIZED PARETO DISTRIBUTION; ROOT MEAN SQUARE ERRORS; ROUNDED-OFF RECORDS;

BLOCK CODES; ERRORS; MEAN SQUARE ERROR; PARETO PRINCIPLE; TIME SERIES;

PARAMETER ESTIMATION;

ERROR ANALYSIS; ESTIMATION METHOD; MONTE CARLO ANALYSIS; NUMERICAL METHOD; PRECIPITATION ASSESSMENT; STATISTICAL ANALYSIS; TIME SERIES;

EID: 68149112617     PISSN: 14747065     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pce.2008.12.002     Document Type: Article

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