Estimation of \(P[Y<X]\) for generalized Pareto distribution (Q1039487)

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Estimation of \(P[Y<X]\) for generalized Pareto distribution
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    Estimation of \(P[Y<X]\) for generalized Pareto distribution (English)
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    30 November 2009
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    Bayes estimator
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    generalized Pareto distribution
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    maximum likelihood estimator
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    bootstrap confidence intervals
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    asymptotic distributions
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