A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880)

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A statistical test procedure for the shape parameter of a generalized Pareto distribution
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    A statistical test procedure for the shape parameter of a generalized Pareto distribution (English)
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    26 November 2008
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    generalized Pareto distribution
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    probability weighted moment
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    maximum likelihood ratio test
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    small sample size
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