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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Parameter estimation of the generalized Pareto distribution—Part I

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
20
Starting page
1353
Last page
1373

Document Identifiers
DOI - https://doi.org/10.1016/j.jspi.2008.11.019
URL - http://dx.doi.org/10.1016/j.jspi.2008.11.019

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 I. Journal of Statistical Planning and Inference, 140, 1353-1373. http://dx.doi.org/10.1016/j.jspi.2008.11.019

IEEE
P. de Zea Bermudez, Samuel Kotz, "Parameter estimation of the generalized Pareto distribution—Part I" in Journal of Statistical Planning and Inference, vol. 140, pp. 1353-1373, 2010. 10.1016/j.jspi.2008.11.019

BIBTEX
@article{49977, author = {P. de Zea Bermudez and Samuel Kotz}, title = {Parameter estimation of the generalized Pareto distribution—Part I}, journal = {Journal of Statistical Planning and Inference}, year = 2010, pages = {1353-1373}, volume = 140 }