Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040): Difference between revisions

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+https://doi.org/10.1016/j.jkss.2017.02.003
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+W2597218230
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+Residual life time at great age
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+Q5272715
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+Fitting the Generalized Pareto Distribution to Data
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+Likelihood inference for generalized Pareto distribution
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+A simple general approach to inference about the tail of a distribution
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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+LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
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