Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis (Q3436027): Difference between revisions

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+https://doi.org/10.1080/03610920601034148
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+W1967877517
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+Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\)
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+Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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