An extreme value Bayesian Lasso for the conditional left and right tails
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Publication:2163510
DOI10.1007/s13253-021-00469-9OpenAlexW3195023632MaRDI QIDQ2163510
S. Pereira, Miguel de Carvalho, P. Pereira, P. de Zea Bermudes
Publication date: 10 August 2022
Published in: Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.07164
variable selectionstatistics of extremesLassononstationary extremes\(L_1\)-penalizationconditional tailextended generalized Pareto distributionheavy-tailed response
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Cites Work
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