Author:
Cormann Ulf,Reiss Rolf-Dieter
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
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5. Diebolt, J., El-Aroui, M.-A., Garrido, M., Girard, S.: Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling. Extremes 8, 57–78 (2005)
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