Parameter and Quantile Estimation for the Generalized Pareto Distribution

Technometrics - Tập 29 Số 3 - Trang 339-349 - 1987
J. R. M. Hosking1,2, James R. Wallis2
1Institute of Hydrology, Wallingford, Oxon OX10 8BB England
2T. J. Watson Research Center IBM Corporation , Yorktown Heights , NY , 10598

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