Parameter and Quantile Estimation for the Generalized Pareto Distribution (Q3765023): Difference between revisions

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Latest revision as of 22:26, 4 April 2024

scientific article
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Parameter and Quantile Estimation for the Generalized Pareto Distribution
scientific article

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    1987
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    generalized Pareto distribution
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    maximum likelihood estimation
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    computer simulation
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    accuracy of confidence intervals
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    method of moments
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    probability-weighted moments
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    Parameter and Quantile Estimation for the Generalized Pareto Distribution (English)
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