Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution (Q1864459)

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Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution
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    Linear combinations of order statistics to estimate the position and scale parameters of the generalized Pareto distribution (English)
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    18 March 2003
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    extreme events
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    generalized Pareto distribution
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    order statistics
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    position parameter
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    scale parameter
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    shape parameter
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