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- W1963735520 abstract "Abstract The generalized Pareto distribution (GPD) is widely used to model extreme values, for example, exceedences over thresholds, in modeling floods. Existing methods for estimating parameters have theoretical or computational defects. An efficient new estimator is proposed, which is computationally easy, free from the problems observed in traditional approaches, and performs well compared with existing estimators. A numerical example involving heights of waves is used to illustrate the various methods and tests of fit are performed to compare them. Keywords: : EfficiencyMaximum likelihood estimationMethod of moment estimationProbability-weighted moment estimation" @default.
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- W1963735520 date "2009-08-01" @default.
- W1963735520 modified "2023-10-01" @default.
- W1963735520 title "A New and Efficient Estimation Method for the Generalized Pareto Distribution" @default.
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- W1963735520 doi "https://doi.org/10.1198/tech.2009.08017" @default.
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