Performances of some parameter estimators of the generalized Pareto distribution over rounded-off samples

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Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (2018, methodology): “It has been studied in detail [Deidda and Puliga (2006, 2009), Langousis et al. (2016)].”
Threshold detection for the generalized Pareto distribution: Review of representative methods and application to the NOAA NCDC daily rainfall database (2016, methodology): “Based on the aforementioned findings, and since quantization is quite common in rainfall records [see e.g., Deidda and Puliga, 2006, 2009; Deidda, 2007, 2010, and references therein], one concludes that application of the ‘‘failure-to-reject’’ method using the asymptotic distributions of W2 and A2…”