Pages that link to "Item:Q2398080"
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The following pages link to Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080):
Displaying 6 items.
- A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
- Thresholding procedure with priors based on Pareto distributions (Q882929) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- On the composite Lognormal–Pareto distribution with uncertain threshold (Q5867481) (← links)
- Exact posterior distribution for nonconjugate Pareto models (Q6113194) (← links)