Approximation of the distribution of excesses through a generalized probability-weighted moments method (Q866629)

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Approximation of the distribution of excesses through a generalized probability-weighted moments method
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    Approximation of the distribution of excesses through a generalized probability-weighted moments method (English)
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    14 February 2007
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    extreme values
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    generalized Pareto distribution
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    penultimate approximation
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