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    There are mainly two types of commonly used model: BMM model and GPD model.

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    In GPD model, a too low threshold will get biased estimates because the limit theorem does not apply.

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  • 广义帕累托分布模型中,门限值极限定理成立得到估计有偏

    In GPD model, a too low threshold will get biased estimates because the limit theorem does not apply.

    youdao

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