Pareto Regression: A Bayesian Analysis

DOI10.1081/STA-120021328zbMath1104.62307OpenAlexW2070065941MaRDI QIDQ4707033

Efthymios G. Tsionas

Publication date: 4 June 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120021328

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Heavy-tailed longitudinal data modeling using copulas

Cites Work

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• The Calculation of Posterior Distributions by Data Augmentation
• Bayesian prediction bounds for the pareto lifetime model
• On inference for a mixture of a poisson and a degenerate distribution
• Estimators Based on Order Statistics from a Pareto Distribution
• Posterior analysis, prediction and reliability in three-parameter weibull distributions
• The Pareto Distribution as a Queue Service Discipline

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