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A hybrid Pareto model for asymmetric fat-tailed data: the univariate case

https://doi.org/10.1007/s10687-008-0068-0

20/20 checkable references clean · checked 2026-08-09

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

The 20 checked references that resolve

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Goodness-of-Fit Tests for the Generalized Pareto Distribution

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resolves10.1007/978-3-642-33483-2

Modelling Extremal Events

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A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection

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Parameter and Quantile Estimation for the Generalized Pareto Distribution

resolves10.1239/jap/1032374241

Extreme values of phase-type and mixed random variables with parallel-processing examples

resolves10.1093/biomet/81.4.633

The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence

resolves10.1086/294632

The Variation of Certain Speculative Prices

resolves10.2143/AST.27.1.563210

Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory

resolves10.1016/S0927-5398(00)00012-8

Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

resolves10.1214/aos/1176343003

Statistical Inference Using Extreme Order Statistics

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Adaptive Mixtures

resolves10.1016/S0378-4266(02)00271-6

Conditional value-at-risk for general loss distributions

resolves10.1093/biomet/72.1.67

Maximum likelihood estimation in a class of nonregular cases

resolves10.1214/aos/1176350499

Estimating Tails of Probability Distributions

What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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