A comparison of estimators for the generalised Pareto distribution

Ocean Engineering

Volumn 38, Issue 11-12, 2011, Pages 1338-1346

  MacKay, Edward B L ^a   Challenor, Peter G ^b   Bahaj, Abubakr S ^c  

^a DNV GL   (Norway)

^b NATIONAL OCEANOGRAPHY CENTRE   (United Kingdom)

^c UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Estimator; Extremes; Generalised Pareto distribution; Peaks over threshold

Indexed keywords

BIAS AND VARIANCE; COMPUTATIONAL COSTS; ESTIMATION METHODS; ESTIMATOR; EXTREMES; LOW SENSITIVITY; MONTE CARLO SIMULATION; PARETO DISTRIBUTIONS; PEAK WAVE HEIGHT; PEAKS-OVER-THRESHOLD; PROBABILITY WEIGHTED MOMENTS; QUANTILE ESTIMATORS; RETURN VALUE; SAMPLE SIZES; SHAPE PARAMETERS; SIGNIFICANT WAVE HEIGHT;

COMPUTER SIMULATION; LAGRANGE MULTIPLIERS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; PARAMETER ESTIMATION; PARETO PRINCIPLE; SAMPLING; WATER WAVES;

ESTIMATION;

ACCURACY ASSESSMENT; COMPARATIVE STUDY; ESTIMATION METHOD; MAXIMUM LIKELIHOOD ANALYSIS; MONTE CARLO ANALYSIS; OPTIMIZATION; PARAMETERIZATION; PERFORMANCE ASSESSMENT; PROBABILITY; WAVE ACTION; WAVE HEIGHT; WAVE MODELING;

EID: 79960554531     PISSN: 00298018     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.oceaneng.2011.06.005     Document Type: Article

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