Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables (Q2320942)

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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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