Statistical inference of the generalized Pareto distribution based on upper record values (Q2314035): Difference between revisions

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Revision as of 06:41, 5 March 2024

scientific article
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Statistical inference of the generalized Pareto distribution based on upper record values
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    Statistical inference of the generalized Pareto distribution based on upper record values (English)
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    19 July 2019
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    generalized Pareto distribution
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    extreme values
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    upper record values
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    parameter estimation
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    threshold selection
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