Crossmark

Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework

Crossref DOI link: https://doi.org/10.1016/j.jkss.2017.02.003

Published Print: 2017-12

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Kang, Suyeon

Song, Jongwoo
License Information

Text and Data Mining valid from 2017-12-01
More Information

This article is maintained by: Elsevier

Article Title: Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework

Journal Title: Journal of the Korean Statistical Society

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2017.02.003

Content Type: article

Copyright: © 2017 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.