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Results tagged with pareto-distribution
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user 13953
The Pareto distribution is a power distribution which was initially invented to describe the distribution of income but has found application in many other areas.
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Fitting data in a generalized Pareto distribution and parameter estimation
I have log(return) data as time series, how I can fit this data in a Generalized Pareto distribution and estimate the parameters of this distribution, any kind of resource
pointer with clear code woul …
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