On Generalized Pareto Distributions
This paper discusses a set of algorithms for numerical simulation of the Generalized Pareto Distribution and the propositions they are based on. The numerical results and the histogram of generating data are also presented.
Volume (Year): (2010)
Issue (Month): 1 (March)
|Contact details of provider:|| Postal: |
Phone: 004 021 3188148
Fax: 004 021 3188148
Web page: http://www.ipe.ro/Email:
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:rjr:romjef:v::y:2010:i:1:p:107-117. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman)
If references are entirely missing, you can add them using this form.