Data squashing for tail inference in the generalized Pareto distribution

Publication details

• Publisher: Norsk Regnesentral
• Series: Report at the Norwegian Computing Center ()
• Year: 2000
• Number of pages: 20
• International Standard Numbers:
  • Printed: 9788253904610
• Link:
  • FULLTEKST: http://publications.nr.stage.dekodes.no/3119/Dimakos_-_Data_squashing_for_tail_inference_in_the_generaliz.pdf