Statistical inference of the generalized Pareto distribution based on upper record values (Q2314035)
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scientific article; zbMATH DE number 7083292
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| English | Statistical inference of the generalized Pareto distribution based on upper record values |
scientific article; zbMATH DE number 7083292 |
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Statistical inference of the generalized Pareto distribution based on upper record values (English)
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19 July 2019
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generalized Pareto distribution
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extreme values
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upper record values
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parameter estimation
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threshold selection
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