Parameters estimation for generalized Pareto distribution

[wenbostar]

Hi,

Is it possible to implement the generalized Pareto distribution described in this paper https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2687965/?

Best regards!
Bo

[chwyean]

@pierrelecuyer ? what do you think?

[chwyean]

@wenbostar, we do not have time to implement it ourselves, but if you are kind enough to implement it so that we can put it in SSJ, and send us a small test program, we will be pleased to do that.
Of course you can put your name and coordinates in the source code.