Confidence Intervals of the Generalized Pareto Distribution Parameters Based on Upper Record Values

Xu ZHAO, Wei-hu CHENG, Yang ZHANG, Shao-jie WEI, Zhen-hai YANG

Acta Mathematicae Applicatae Sinica(English Series) . 2019, (4): 909 -918 . DOI: 10.1007/s10255-019-0860-4