1. Pareto Distributions;Arnold,1983
2. Fitting the generalized Pareto distribution to data;Castillo;Journal of the American Statistical Association,1997
3. The singly truncated normal distribution, a non-steep exponential family;Castillo;Annals of the Institute of Mathematical Statistics,1994
4. An Introduction to Statistical Modelling of Extreme Values;Coles,2001
5. Modelling excesses over high thresholds, with an application;Davison,1984