A default Bayesian procedure for the generalized Pareto distribution (Q861215)
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scientific article; zbMATH DE number 5083754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A default Bayesian procedure for the generalized Pareto distribution |
scientific article; zbMATH DE number 5083754 |
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A default Bayesian procedure for the generalized Pareto distribution (English)
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9 January 2007
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Bayesian inference
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extreme value theory
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Jeffreys's prior
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peaks over thresholds
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simulations
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tables
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0.9539952
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0.9060113
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0.90512884
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0.9001342
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