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A matching prior for extreme quantile estimation of the generalized Pareto distribution

✍ Scribed by Kwok-Wah Ho

Book ID: 108193405
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 158 KB
Volume: 140
Category: Article
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2009.12.012

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