Point and exact interval estimation for the generalized Pareto distribution with small samples (Q896422)

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scientific article; zbMATH DE number 6518334
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    Point and exact interval estimation for the generalized Pareto distribution with small samples
    scientific article; zbMATH DE number 6518334

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      Point and exact interval estimation for the generalized Pareto distribution with small samples (English)
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      9 December 2015
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      confidence interval
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      extreme value theory
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      generalized Pareto distribution
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      quantile
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      shape parameter
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      small sample
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