Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit

Author: Husler Jurg   Li Deyuan   Raschke Mathias  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.40, Iss.14, 2011-01, pp. : 2500-2510

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Abstract