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Discrete New Generalized Pareto Distribution
Statistica, 2022 In this paper we propose a discrete analogue of New Generalized Pareto distribution as a new discrete model using general approach of discretization of continuous distribution. The structural properties of the new distribution are discussed.
Kuttan Pillai Jayakumar, Jiji Jose
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Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution [PDF]
Entropy, 2022 In the parameter estimation of limit extreme value distributions, most employed methods only use some of the available data. Using the peaks-over-threshold method for Generalized Pareto Distribution (GPD), only the observations above a certain threshold ...
Jacinto Martín +3 more
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Distributional regression models for Extended Generalized Pareto distributions [PDF]
, 2022 The Extended Generalized Pareto Distribution (EGPD) (Naveau et al. 2016) is a family of distribution that has been introduced to model the full range of a positive random variable but with the lower and the upper tails distributed according to the peaks-over-threshold methodology.
Noémie Le Carrer, Carlo Gaetan
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A New Extended Kumaraswamy Generalized Pareto Distribution With Rainfall Application
IEEE AccessIn this paper, we introduce a new form of Generalized Pareto (GP) distribution which is an extension of Kumaraswamy generalized Pareto (KumGP) distribution based on KM transformation, referred to as KMKGP distribution.
Natthinee Deetae +2 more
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Parameter Estimation for Generalized Pareto Distribution [PDF]
, 2021 The generalized Pareto distribution was introduced by Pickands (1975). Three methods of estimating the parameters of the generalized Pareto distribution were compared by Hosking and Wallis (1987) . The methods are maximum likelihood, method of moments and probability-weighted moments.
Der-Chen Lin
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Multivariate generalized Pareto distributions [PDF]
Bernoulli, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Holger Rootzén, Nader Tajvidi
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The Generalized Pareto distribution applied to rainfall depths [PDF]
Hydrological Sciences Journal, 1986 The Generalized Pareto distribution is fitted to Dutch peaks-over-threshold (POT) rainfall series. Maximum likelihood (ML) estimation of the parameters is discussed, with particular reference to bias reduction for the scale and shape parameter. The improvement of the fit in the right tail by left censoring of POT series is discussed, and the dependence
M.A.J. van Montfort, Jake Witter
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Multivariate generalized Pareto distributions: parametrizations, representations, and properties [PDF]
Journal of Multivariate Analysis, 2017 20 ...
Holger Rootzén +2 more
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Quantile estimation for the generalized pareto distribution with application to finance [PDF]
Yugoslav Journal of Operations Research, 2012 Generalized Pareto distributions (GPD) are widely used for modeling excesses over high thresholds (within the framework of the POT-approach to modeling extremes).
Jocković Jelena
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Neutrosophic Generalized Pareto Distribution [PDF]
Mathematics and Statistics, 2023 Nahed I. Eassa +2 more
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