Robust Bayesian inference of generalized Pareto distribution (Q505614)
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scientific article; zbMATH DE number 6678145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Bayesian inference of generalized Pareto distribution |
scientific article; zbMATH DE number 6678145 |
Statements
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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