Correcting Certain Estimation Methods for the Generalized Pareto Distribution (Q4596171)

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scientific article; zbMATH DE number 6814280
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Correcting Certain Estimation Methods for the Generalized Pareto Distribution
scientific article; zbMATH DE number 6814280

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    Correcting Certain Estimation Methods for the Generalized Pareto Distribution (English)
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    30 November 2017
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    generalized Pareto distributions
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    feasible estimates
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    method of moments
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    method of probability weighted moments
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