Parameter estimation for 2-parameter generalized Pareto distribution by POME (Q1369696)

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Parameter estimation for 2-parameter generalized Pareto distribution by POME
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    Parameter estimation for 2-parameter generalized Pareto distribution by POME (English)
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    22 June 1998
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    generalized Pareto distribution
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    principle of maximum entropy
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    methods of moments
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    probability weighted moments
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    maximum likelihood estimation
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