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Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution.

Jacinto MartínMaría Isabel ParraMario Martínez PizarroEva L. Sanjuán
Published in: Entropy (2022)
Keyphrases
  • parameter estimation
  • statistical models
  • maximum likelihood
  • estimation problems
  • em algorithm
  • least squares
  • multi objective
  • model selection
  • gibbs sampling
  • state space
  • markov random field
  • parameter values