Bayesian approach to parameter estimation of the generalized Pareto distribution (Q1423871)
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scientific article; zbMATH DE number 2051817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian approach to parameter estimation of the generalized Pareto distribution |
scientific article; zbMATH DE number 2051817 |
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Bayesian approach to parameter estimation of the generalized Pareto distribution (English)
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7 March 2004
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elemental percentile method
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Gibbs sampling
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generalized Pareto distribution
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maximum likelihood
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peaks over threshold
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probability-weighted moments
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0.9539952
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0.9475886
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0.9309558
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0.9307816
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