Robust Bayesian inference of generalized Pareto distribution (Q505614)

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scientific article; zbMATH DE number 6678145
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Robust Bayesian inference of generalized Pareto distribution
scientific article; zbMATH DE number 6678145

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    Robust Bayesian inference of generalized Pareto distribution (English)
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    26 January 2017
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    Bayesian estimation
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    extreme value
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    generalized Fisher information
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    generalized Pareto distribution
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    Monte Carlo
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    robustness
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