{"id":"https://openalex.org/W2562695641","doi":"https://doi.org/10.1080/00401706.2016.1270857","title":"Minimum Distance Estimation for the Generalized Pareto Distribution","display_name":"Minimum Distance Estimation for the Generalized Pareto Distribution","publication_year":2016,"publication_date":"2016-12-20","ids":{"openalex":"https://openalex.org/W2562695641","doi":"https://doi.org/10.1080/00401706.2016.1270857","mag":"2562695641"},"language":"en","primary_location":{"id":"doi:10.1080/00401706.2016.1270857","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00401706.2016.1270857","pdf_url":null,"source":{"id":"https://openalex.org/S985303","display_name":"Technometrics","issn_l":"0040-1706","issn":["0040-1706","1537-2723"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Technometrics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071605315","display_name":"Piao Chen","orcid":"https://orcid.org/0000-0001-9714-450X"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Piao Chen","raw_affiliation_strings":["Industrial and Systems Engineering, National University of Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Industrial and Systems Engineering, National University of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053268509","display_name":"Zhi\u2010Sheng Ye","orcid":"https://orcid.org/0000-0001-5731-3911"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Zhi-Sheng Ye","raw_affiliation_strings":["Industrial and Systems Engineering, National University of Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Industrial and Systems Engineering, National University of Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041377036","display_name":"Xingqiu Zhao","orcid":"https://orcid.org/0000-0002-4938-7352"},"institutions":[{"id":"https://openalex.org/I14243506","display_name":"Hong Kong Polytechnic University","ror":"https://ror.org/0030zas98","country_code":"HK","type":"education","lineage":["https://openalex.org/I14243506"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Xingqiu Zhao","raw_affiliation_strings":["Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I14243506"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5053268509"],"corresponding_institution_ids":["https://openalex.org/I165932596"],"apc_list":null,"apc_paid":null,"fwci":1.4193,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.84479127,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"59","issue":"4","first_page":"528","last_page":"541"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9934999942779541,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.8242484331130981},{"id":"https://openalex.org/keywords/generalized-pareto-distribution","display_name":"Generalized Pareto distribution","score":0.7658299803733826},{"id":"https://openalex.org/keywords/pareto-distribution","display_name":"Pareto distribution","score":0.6103554964065552},{"id":"https://openalex.org/keywords/pareto-principle","display_name":"Pareto principle","score":0.5784707069396973},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.556721568107605},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.5381165146827698},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5194451212882996},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.461483895778656},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.4599245488643646},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.45688751339912415},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.4425826370716095},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.433917760848999},{"id":"https://openalex.org/keywords/pareto-interpolation","display_name":"Pareto interpolation","score":0.42476707696914673},{"id":"https://openalex.org/keywords/generalized-linear-model","display_name":"Generalized linear model","score":0.41159743070602417},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.3922320306301117},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.37971168756484985},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3591457009315491},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3224305510520935}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8242484331130981},{"id":"https://openalex.org/C133514767","wikidata":"https://www.wikidata.org/wiki/Q5532448","display_name":"Generalized Pareto distribution","level":3,"score":0.7658299803733826},{"id":"https://openalex.org/C190373308","wikidata":"https://www.wikidata.org/wiki/Q837683","display_name":"Pareto distribution","level":2,"score":0.6103554964065552},{"id":"https://openalex.org/C137635306","wikidata":"https://www.wikidata.org/wiki/Q182667","display_name":"Pareto principle","level":2,"score":0.5784707069396973},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.556721568107605},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.5381165146827698},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5194451212882996},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.461483895778656},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4599245488643646},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.45688751339912415},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4425826370716095},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.433917760848999},{"id":"https://openalex.org/C38814450","wikidata":"https://www.wikidata.org/wiki/Q7136870","display_name":"Pareto interpolation","level":4,"score":0.42476707696914673},{"id":"https://openalex.org/C41587187","wikidata":"https://www.wikidata.org/wiki/Q1501882","display_name":"Generalized linear model","level":2,"score":0.41159743070602417},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.3922320306301117},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.37971168756484985},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3591457009315491},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3224305510520935},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1080/00401706.2016.1270857","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00401706.2016.1270857","pdf_url":null,"source":{"id":"https://openalex.org/S985303","display_name":"Technometrics","issn_l":"0040-1706","issn":["0040-1706","1537-2723"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Technometrics","raw_type":"journal-article"},{"id":"pmh:oai:scholarbank.nus.edu.sg:10635/141281","is_oa":false,"landing_page_url":"http://scholarbank.nus.edu.sg/handle/10635/141281","pdf_url":null,"source":{"id":"https://openalex.org/S7407052290","display_name":"National University of Singapore","issn_l":null,"issn":[],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Taylor & Francis","raw_type":"Article"},{"id":"pmh:oai:ira.lib.polyu.edu.hk:10397/74479","is_oa":false,"landing_page_url":"http://hdl.handle.net/10397/74479","pdf_url":null,"source":{"id":"https://openalex.org/S4306400205","display_name":"PolyU Institutional Research Archive (Hong Kong Polytechnic University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I14243506","host_organization_name":"Hong Kong Polytechnic University","host_organization_lineage":["https://openalex.org/I14243506"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal/Magazine Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":52,"referenced_works":["https://openalex.org/W128533561","https://openalex.org/W195483213","https://openalex.org/W411746464","https://openalex.org/W1460189015","https://openalex.org/W1500657154","https://openalex.org/W1601542853","https://openalex.org/W1963735520","https://openalex.org/W1968789009","https://openalex.org/W1971334823","https://openalex.org/W1974119032","https://openalex.org/W1975061260","https://openalex.org/W1984043109","https://openalex.org/W1985471796","https://openalex.org/W1989578339","https://openalex.org/W1995945562","https://openalex.org/W2009928366","https://openalex.org/W2020498271","https://openalex.org/W2021190842","https://openalex.org/W2030296667","https://openalex.org/W2036983007","https://openalex.org/W2040364631","https://openalex.org/W2040730345","https://openalex.org/W2042591481","https://openalex.org/W2046306941","https://openalex.org/W2051503552","https://openalex.org/W2059807111","https://openalex.org/W2065112092","https://openalex.org/W2065742895","https://openalex.org/W2068833365","https://openalex.org/W2072146118","https://openalex.org/W2076415761","https://openalex.org/W2081995633","https://openalex.org/W2091656757","https://openalex.org/W2092144367","https://openalex.org/W2103869087","https://openalex.org/W2109413631","https://openalex.org/W2141782274","https://openalex.org/W2148323572","https://openalex.org/W2148671745","https://openalex.org/W2151038992","https://openalex.org/W2152701363","https://openalex.org/W2312194337","https://openalex.org/W2551300962","https://openalex.org/W2903718010","https://openalex.org/W3021262354","https://openalex.org/W3105881355","https://openalex.org/W4230266908","https://openalex.org/W4233293303","https://openalex.org/W4236154753","https://openalex.org/W4239656095","https://openalex.org/W4248705221","https://openalex.org/W4255884202"],"related_works":["https://openalex.org/W2621623949","https://openalex.org/W4220898582","https://openalex.org/W2091656757","https://openalex.org/W2598130902","https://openalex.org/W2005148544","https://openalex.org/W2374974691","https://openalex.org/W4248705221","https://openalex.org/W2340365021","https://openalex.org/W1971702089","https://openalex.org/W3200541396"],"abstract_inverted_index":{"The":[0,82],"generalized":[1],"Pareto":[2],"distribution":[3],"(GPD)":[4],"is":[5,28,52],"widely":[6],"used":[7,62],"for":[8,17,78,109,127,135],"extreme":[9],"values":[10,111],"over":[11],"a":[12],"threshold.":[13],"Most":[14],"existing":[15,71,125],"methods":[16,72,126],"parameter":[18,26],"estimation":[19,91],"either":[20],"perform":[21,107,132],"unsatisfactorily":[22],"when":[23],"the":[24,39,46,68,79,88,93,96,102,124],"shape":[25],"k":[27,49,113,128,136],"larger":[29],"than":[30],"0.5,":[31],"or":[32],"they":[33],"suffer":[34],"from":[35],"heavy":[36],"computation":[37],"as":[38],"sample":[40,118],"size":[41],"increases.":[42],"In":[43],"view":[44],"of":[45,70,112],"fact":[47],"that":[48],">":[50,137],"0.5":[51,130],"occasionally":[53],"seen":[54],"in":[55,63,95],"numerous":[56],"applications,":[57],"including":[58],"two":[59,75],"illustrative":[60],"examples":[61],"this":[64],"study,":[65],"we":[66],"remedy":[67],"deficiencies":[69],"by":[73,87],"proposing":[74],"new":[76,83],"estimators":[77,84,103],"GPD":[80],"parameters.":[81],"are":[85,104,121],"inspired":[86],"minimum":[89],"distance":[90],"and":[92,116],"M-estimation":[94],"linear":[97],"regression.":[98],"Through":[99],"comprehensive":[100],"simulation,":[101],"shown":[105],"to":[106,123],"well":[108],"all":[110],"under":[114],"small":[115],"moderate":[117],"sizes.":[119],"They":[120],"comparable":[122],"<":[129],"while":[131],"much":[133],"better":[134],"0.5.":[138]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
