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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Parameter estimation of the generalized Pareto distribution—Part II

Participants in the publication
P. de Zea Bermudez (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Samuel Kotz (Author)

Date of Publication
2010-06

Where published
Journal of Statistical Planning and Inference

Publication Identifiers

Publisher
Elsevier BV

Volume
140
Number
6

Number of pages
14
Starting page
1374
Last page
1388

Document Identifiers
DOI - https://doi.org/10.1016/j.jspi.2008.11.020
URL - http://dx.doi.org/10.1016/j.jspi.2008.11.020

Rankings
SCIMAGO Q2 (2010) - 1.045 - Statistics and Probability


Export

APA
P. de Zea Bermudez, Samuel Kotz, (2010). Parameter estimation of the generalized Pareto distribution—Part II. Journal of Statistical Planning and Inference, 140, 1374-1388. http://dx.doi.org/10.1016/j.jspi.2008.11.020

IEEE
P. de Zea Bermudez, Samuel Kotz, "Parameter estimation of the generalized Pareto distribution—Part II" in Journal of Statistical Planning and Inference, vol. 140, pp. 1374-1388, 2010. 10.1016/j.jspi.2008.11.020

BIBTEX
@article{49975, author = {P. de Zea Bermudez and Samuel Kotz}, title = {Parameter estimation of the generalized Pareto distribution—Part II}, journal = {Journal of Statistical Planning and Inference}, year = 2010, pages = {1374-1388}, volume = 140 }