论文信息 - Parameter Estimation for Generalized Pareto Distribution - 字舞流文

Parameter Estimation for Generalized Pareto Distribution

..

Der-Chen Lin | D. Lin

[1] Anthony C. Davison,et al. Modelling Excesses over High Thresholds, with an Application , 1984 .

[2] J. Pickands. Statistical Inference Using Extreme Order Statistics , 1975 .

[3] Richard L. Smith. Threshold Methods for Sample Extremes , 1984 .

[4] J. V. Witter,et al. Testing exponentiality against generalised Pareto distribution , 1985 .