The latter since include maximum likelihood estimate of the GPD(generalized Pareto distribution ) model parameters to still include moment estimate etc.
后者既包括基于广义帕雷托分布(GPD)参数的极大似然估计,又包括矩法估计等。
2
In GPD model, a too low threshold will get biased estimates because the limit theorem does not apply.
在广义帕累托分布模型中,门限值过小,极限定理不成立,得到的估计是有偏的;
3
We present an implementation of the GPD method in a GMM-based system.