Data · collection · 2015
A New Hybrid Estimation Method for the Generalized Pareto Distribution
Listed in DataCite
The generalized Pareto distribution (GPD) is important in analysis of extreme values, especially in modelling exceedances over thresholds.
Description
Most of the existing methods for estimating the scale and shape parameters of the GPD suffer from theoretical and/or computational problems. A new hybrid estimation method is proposed in this paper, which minimizes a goodness-of-fit measure and incorporates some useful likelihood information.
Compared with the maximum likelihood method and other leading methods, our new hybrid estimation method retains high efficiency, reduces the estimation bias, and is computation friendly.
Links
Where it is published
- Repository landing page figshare.com/collections/A_New_Hybrid_Estimation_Method_for_the_Generalized… ↗
landing page · from DataCite
- DOI doi.org/10.6084/m9.figshare.c.2128331.v1 ↗
DOI / persistent id · from DataCite
Documentation and papers
- CC-BY creativecommons.org/licenses/by/3.0/us ↗
license · from DataCite
- IsSupplementTo 10.1080/03610926.2014.919399 doi.org/10.1080/03610926.2014.919399 ↗
publication · from DataCite
Catalogue records · 2
- DataCite API api.datacite.org/dois/10.6084/m9.figshare.c.2128331.v1 ↗
metadata API · from DataCite
- DataCite Commons commons.datacite.org/doi.org/10.6084/m9.figshare.c.2128331.v1 ↗
catalogue entry · from DataCite
Topics
- Stated by source
- Biological sciences · Mathematics
- From keywords
- Biochemistry and cell biology · Genetics
Related
Provenance · 1 source records, 9 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| DataCite | 10.6084/m9.figshare.c.2128331.v1 | 12 d ago | JSON v1 |
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|---|---|---|---|
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| concepts[field].fos:biological-sciences | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].fos:mathematics | source · DataCite | connector:datacite@1.0.0 | |
| created_date | source · DataCite | connector:datacite@1.0.0 | |
| description | source · DataCite | connector:datacite@1.0.0 | /data/attributes/descriptions |
| license | source · DataCite | connector:datacite@1.0.0 | /data/attributes/rightsList |
| publication_date | source · DataCite | connector:datacite@1.0.0 | /data/attributes/dates |
| title | source · DataCite | connector:datacite@1.0.0 | /data/attributes/titles/0/title |
| updated_date | source · DataCite | connector:datacite@1.0.0 |