Research Article
On the Properties of the New Generalized Pareto Distribution and Its Applications
Table 5
AIC, BIC, CAIC, HQIC, and −L for data set II.
| Models | AIC | CAIC | BIC | HQIC | |
| KEGPD | 478.3736 | 478.7947 | 488.7943 | 482.5911 | 235.1868 | KP | 480.2818 | 480.7029 | 490.7025 | 484.4992 | 236.6409 | APP | 614.2206 | 614.3443 | 619.4309 | 616.3293 | 305.1103 | GP | 537.4365 | 537.5602 | 542.6468 | 539.5452 | 266.7182 | EGP | 527.2457 | 527.3694 | 532.456 | 529.3544 | 261.6228 |
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