IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v51y2006i2p904-917.html
   My bibliography  Save this article

Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators

Author

Listed:
  • Luceno, Alberto

Abstract

No abstract is available for this item.

Suggested Citation

  • Luceno, Alberto, 2006. "Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 904-917, November.
  • Handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:904-917
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(05)00233-1
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010. "An efficient threshold choice for operational risk capital computation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00544342, HAL.
    2. Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010. "An efficient threshold choice for operational risk capital computation," Post-Print halshs-00544342, HAL.
    3. Maha A. D. Aldahlan & Ahmed Z. Afify, 2020. "The Odd Exponentiated Half-Logistic Exponential Distribution: Estimation Methods and Application to Engineering Data," Mathematics, MDPI, vol. 8(10), pages 1-26, October.
    4. Siudem, Grzegorz & Nowak, Przemysław & Gagolewski, Marek, 2022. "Power laws, the Price model, and the Pareto type-2 distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    5. Dominique Guegan & Bertrand K. Hassani, 2011. "Operational risk: A Basel II++ step before Basel III," Documents de travail du Centre d'Economie de la Sorbonne 11053r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2012.
    6. Dominique Guegan & Bertrand Hassani, 2012. "Operational risk : A Basel II++ step before Basel III," PSE-Ecole d'économie de Paris (Postprint) halshs-00722029, HAL.
    7. repec:hal:wpaper:halshs-00722029 is not listed on IDEAS
    8. Dominique Guegan & Bertrand Hassani & Cédric Naud, 2011. "An efficient threshold choice for operational risk capital computation," Post-Print halshs-00790217, HAL.
    9. Villaseñor-Alva, José A. & González-Estrada, Elizabeth, 2009. "A bootstrap goodness of fit test for the generalized Pareto distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3835-3841, September.
    10. Jitka Bartošová & Vladislav Bína, 2009. "Modelling of Income Distribution of Czech Households in The Years 1996-2005," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2009(4), pages 3-18.
    11. Delignette-Muller, Marie Laure & Dutang, Christophe, 2015. "fitdistrplus: An R Package for Fitting Distributions," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(i04).
    12. Dominique Guegan & Bertrand Hassani, 2012. "Operational risk : A Basel II++ step before Basel III," Post-Print halshs-00722029, HAL.
    13. Alexandru Amărioarei & Frankie Spencer & Gefry Barad & Ana-Maria Gheorghe & Corina Iţcuş & Iris Tuşa & Ana-Maria Prelipcean & Andrei Păun & Mihaela Păun & Alfonso Rodriguez-Paton & Romică Trandafir & , 2021. "DNA-Guided Assembly for Fibril Proteins," Mathematics, MDPI, vol. 9(4), pages 1-17, February.
    14. Shama, M.S. & Dey, Sanku & Altun, Emrah & Afify, Ahmed Z., 2022. "The Gamma–Gompertz distribution: Theory and applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 193(C), pages 689-712.
    15. Dominique Guegan & Bertrand Hassani, 2011. "Operational risk: A Basel II++ step before Basel III," Post-Print halshs-00639484, HAL.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:904-917. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.