Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution

DOI10.2307/1269663zbMath0775.62054OpenAlexW4255884202MaRDI QIDQ4694635

Scott D. Grimshaw

Publication date: 6 September 1993

Full work available at URL: https://doi.org/10.2307/1269663

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

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