Parameter and Quantile Estimation for the Generalized Pareto Distribution (Q3765023)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter and Quantile Estimation for the Generalized Pareto Distribution |
scientific article |
Statements
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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