Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution
Year of publication: |
2011-10-11
|
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Authors: | Giles, David E. ; Feng, Hui ; Godwin, Ryan T. |
Institutions: | Department of Economics, University of Victoria |
Subject: | Bias reduction | Extreme values | Generalized Pareto distribution | Peaks over threshold | Parametric bootstrap |
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