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Parameter and quantile estimation for the generalized pareto distribution

Authors:

J. R. M. Hosking,

J. F. WallisAuthors Info & Claims

Technometrics, Volume 29, Issue 3

Pages 339 - 349

https://doi.org/10.2307/1269343

Published: 01 September 1987 Publication History

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Park HGanger GAmvrosiadis GGilad YKostic DMoatti YBiran O(2023)Mimir: Finding Cost-efficient Storage Configurations in the Public CloudProceedings of the 16th ACM International Conference on Systems and Storage10.1145/3579370.3594776(22-34)Online publication date: 5-Jun-2023
https://dl.acm.org/doi/10.1145/3579370.3594776
Kennedy JKhayyer AVinel ASmith A(2020)Efficient risk estimation using extreme value theory and simulation metamodelingProceedings of the Winter Simulation Conference10.5555/3466184.3466226(385-396)Online publication date: 14-Dec-2020
https://dl.acm.org/doi/10.5555/3466184.3466226
Cao ZDong SVemuri SDu DNoh SWelch B(2020)Characterizing, modeling, and benchmarking RocksDB key-value workloads at facebookProceedings of the 18th USENIX Conference on File and Storage Technologies10.5555/3386691.3386712(209-224)Online publication date: 24-Feb-2020
https://dl.acm.org/doi/10.5555/3386691.3386712
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Parameter and quantile estimation for the generalized pareto distribution
1. Mathematics of computing
  1. Probability and statistics
    1. Statistical paradigms
      1. Statistical graphics

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Published In

Technometrics Volume 29, Issue 3

August 1, 1987

119 pages

ISSN:0040-1706

Editor:
William Q. Meeker

Issue’s Table of Contents

Publisher

American Society for Quality Control and American Statistical Association

United States

Publication History

Published: 01 September 1987

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Park HGanger GAmvrosiadis GGilad YKostic DMoatti YBiran O(2023)Mimir: Finding Cost-efficient Storage Configurations in the Public CloudProceedings of the 16th ACM International Conference on Systems and Storage10.1145/3579370.3594776(22-34)Online publication date: 5-Jun-2023
https://dl.acm.org/doi/10.1145/3579370.3594776
Kennedy JKhayyer AVinel ASmith A(2020)Efficient risk estimation using extreme value theory and simulation metamodelingProceedings of the Winter Simulation Conference10.5555/3466184.3466226(385-396)Online publication date: 14-Dec-2020
https://dl.acm.org/doi/10.5555/3466184.3466226
Cao ZDong SVemuri SDu DNoh SWelch B(2020)Characterizing, modeling, and benchmarking RocksDB key-value workloads at facebookProceedings of the 18th USENIX Conference on File and Storage Technologies10.5555/3386691.3386712(209-224)Online publication date: 24-Feb-2020
https://dl.acm.org/doi/10.5555/3386691.3386712
Huang ZLam HSon YHaas P(2019)On the impacts of tail model uncertainty in rare-event estimationProceedings of the Winter Simulation Conference10.5555/3400397.3400472(950-961)Online publication date: 8-Dec-2019
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Kumar NKalyani S(2017)Modeling the Behavior of Peaks of OFDM Signal Using ‘Peaks Over Threshold’ ApproachIEEE Transactions on Wireless Communications10.1109/TWC.2017.268549916:6(3590-3600)Online publication date: 8-Jun-2017
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Stieng LMuskulus M(2017)Analytical sensitivities for statistically extrapolated extreme load constraints in structural optimizationStructural and Multidisciplinary Optimization10.1007/s00158-017-1738-956:6(1477-1491)Online publication date: 1-Dec-2017
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Zhao YKim TShin HTan SLi XChen HWang H(2016)Statistical Rare-Event Analysis and Parameter Guidance by Elite Learning Sample SelectionACM Transactions on Design Automation of Electronic Systems10.1145/287542221:4(1-21)Online publication date: 27-May-2016
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Park MKim J(2016)Estimating extreme tail risk measures with generalized Pareto distributionComputational Statistics & Data Analysis10.1016/j.csda.2015.12.00898:C(91-104)Online publication date: 1-Jun-2016
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A quantile estimation for massive data with generalized Pareto distribution

Parameter estimation of the generalized gamma distribution

A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution

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