عناصر مشابهة
Parameter Estimation of the Generalized Pareto Distribution Using Robust Location and Scale Measures for Order Statistics
| المصدر: | مجلة التجارة والتمويل |
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| الناشر: |
جامعة طنطا - كلية التجارة
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| المؤلف الرئيسي: | |
| المجلد/العدد: | ع4 |
| محكمة: | نعم |
| الدولة: | مصر |
| التاريخ الميلادي: | 2023 |
| الصفحات: | 247 - 266 |
| ISSN: | 1110-4716 |
| رقم MD: | 1451411 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | English |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
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| المستخلص: | In this paper, a new robust weighted two-step method is proposed for estimating the parameters of the generalized Pareto distribution (GPD). Through two simulation studies, the empirical performance of the proposed estimator is evaluated and compared with some competitor existing estimators. The methods were applied to a real-life data. Simulation and application results reflect the stability of the empirical performance of the proposed estimator and also show that, in most cases, the proposed estimator outperforms all other competitor estimators under investigation or at least equally likely with them. |
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