Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables (Q2320942)
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English | Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables |
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Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables (English)
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28 August 2019
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generalized Pareto distribution
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estimation
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Pareto
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transformation
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