Parameter estimation of the generalized Pareto distribution. I (Q2270258): Difference between revisions
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Revision as of 23:42, 19 March 2024
scientific article
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English | 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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