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

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  • Luceno, Alberto

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  • 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
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    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.

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