This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

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Keyword Search Criteria: Generalized Pareto distribution returned 4 record(s)
Wednesday, 08/04/2010
A Parameterization of the Generalized Lambda Distribution with Closed-Form Expressions for Method of L-Moment Estimation
Paul Jacobus van Staden, University of Pretoria
8:35 AM

Intensity-Based Estimation of Extreme Loss Event Probability and Value-at-Risk
Kam Hamidieh, Rice University; Stilian Stoev, University of Michigan; George Michailidis, University of Michigan
10:35 AM

Almost Unbiased Maximum Likelihood Estimation for the Generalized Pareto Distribtion and Value at Risk
David E. Giles, University of Victoria; Hui Feng, King's College/The University of Western Ontario
10:50 AM

Extreme-Value Distributions as g-and-h Distributions: An Empirical View
David Hoaglin, Abt Bio-Pharma Solutions, Inc.
11:05 AM




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