POT

swMATH8205CRANPOTMaRDI QIDQ20215

Generalized Pareto Distribution and Peaks Over Threshold

Mathieu Ribatet

Last update: 14 April 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1-10

Source code repository: https://github.com/cran/POT

Cites work

• Statistics of Extremes

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