Comparing Parameter Estimation Techniques for the Generalised Pareto Distribution Using Consistent Scoring Functions

2021 ◽  
Author(s):  
Robert James ◽  
Wai Yin Leung
2003 ◽  
Vol 83 (5) ◽  
pp. 1025-1033 ◽  
Author(s):  
Geert Morren ◽  
Philippe Lemmerling ◽  
Sabine Van Huffel

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