Hosking, J. R. M.; Wallis, J. R. Parameter and quantile estimation for the generalized Pareto distribution. (English) Zbl 0628.62019 Technometrics 29, 339-349 (1987). Cited in 1 ReviewCited in 167 Documents MSC: 62F10 Point estimation Keywords:generalized Pareto distribution; maximum likelihood estimation; computer simulation; accuracy of confidence intervals; method of moments; probability-weighted moments PDFBibTeX XMLCite \textit{J. R. M. Hosking} and \textit{J. R. Wallis}, Technometrics 29, 339--349 (1987; Zbl 0628.62019) Full Text: DOI Link