On the Properties of the New Generalized Pareto Distribution and Its Applications

Table 4

AIC, BIC, CAIC, HQIC, and -L for data set I.

Models	AIC	CAIC	BIC	HQIC
KEGPD	830.0632	830.3884	841.4713	834.6984	411.0316
KP ()	894.9182	895.2434	906.3263	899.5533	443.459
APP	848.9063	849.0023	854.6103	851.2238	422.4531
GP	833.7435	833.8395	839.4476	836.0611	414.8718
EGP	842.0753	842.1713	847.7794	844.3929	419.0377