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Parameter Estimation for the Tail Distribution of a Random Sequence |
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| Authors: | Mathias Raschke | |
| Affiliation: | Fa. M. Raschke (company) , Leipzig , Germany | |
| Abstract: | The tail Yt = Xt – u of a random sequence {Xt ∈  | |
| Keywords: | Declustering Extreme value Generalized Pareto distribution Jackknife Peak over threshold Random sequence Tail | |