id: 02111692
dt: j
an: 02111692
au: Singh, V.P.; Ahmad, Maqsood
ti: A comparative evaluation of the estimators of the three-parameter
    generalized Pareto distribu\-tion.
so: J. Stat. Comput. Simulation 74, No. 2, 91-106 (2004).
py: 2004
pu: Taylor \& Francis, Reading
la: EN
cc: 
ut: Monte Carlo simulation; method of moments; maximum likelihood; probability
    weighted moments; tables
ci: 
li: doi:10.1080/0094965031000110579
ab: Summary: The parameters and quantiles of the three-parameter generalized
    Pareto distribution (GPD3) were estimated using six methods for Monte
    Carlo generated samples. The parameter estimators were the moment
    estimator and its variants, probability-weighted moment estimator,
    maximum likelihood estimator, and entropy estimator. Parameters were
    investigated using a factorial experiment. The performance of these
    estimators was statistically compared, with the objective of
    identifying the most robust estimator from amongst them.
rv: