Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited (Q5484667)

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scientific article; zbMATH DE number 5047915
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Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited
scientific article; zbMATH DE number 5047915

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    Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited (English)
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    21 August 2006
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    shape parameter test
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    maximum likelihood estimations
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