Parameter estimation of the generalized Pareto distribution. I (Q2270258): Difference between revisions

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Revision as of 23:42, 19 March 2024

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Parameter estimation of the generalized Pareto distribution. I
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    Parameter estimation of the generalized Pareto distribution. I (English)
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    18 March 2010
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    generalized Pareto distribution
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    maximum likelihood
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    method of moments
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    probability weighted moments
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    least squares
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    order statistics
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