Estimation of the Location and Scale Parameters of Generalized Pareto Distribution Based on Progressively Type-II Censored Order Statistics

Based on progressively type-II right censored order statistics, we establish several recurrence relations for the single and product moments from the generalized Pareto distribution due to Pikands (1975). Further, recursive computational algorithm is provided which enable us to compute all the means...

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Veröffentlicht in:	Annals of data science Jg. 10; H. 2; S. 349 - 383
Hauptverfasser:	Kumar, Devendra, Nassar, Mazen, Malik, Mansoor Rashid, Dey, Sanku
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2023 Springer Nature B.V
Schlagworte:	Algorithms Artificial Intelligence Business and Management Data science Economics Failure Finance Insurance Management Maximum likelihood estimators Maximum likelihood method Monte Carlo simulation Parameters Probability distribution functions Statistics Statistics for Business Progressively type-II right-censored order statistics Single moments Product moments Generalized Pareto distribution Recurrence relations Best linear unbiased estimators
ISSN:	2198-5804, 2198-5812
Online-Zugang:	Volltext
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