A New Parameter Estimator for the Generalized Pareto Distribution under the Peaks over Threshold Framework
Techniques used to analyze exceedances over a high threshold are in great demand for research in economics, environmental science, and other fields. The generalized Pareto distribution (GPD) has been widely used to fit observations exceeding the tail threshold in the peaks over threshold (POT) frame...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-05-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/7/5/406 |