Robust Bayesian inference of generalized Pareto distribution

zbMATH Open1358.62032MaRDI QIDQ505614

Hocine Fellag, Fatiha Mokrani, Abdelhakim Necir

Publication date: 26 January 2017

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1484881315

zbMATH Keywords

robustnessMonte CarloBayesian estimationgeneralized Pareto distributionextreme valuegeneralized Fisher information

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

A default Bayesian procedure for the generalized Pareto distribution ⋮ Robust Bayesian analysis of generalized inverted family of distributions ⋮ Bayesian approach to parameter estimation of the generalized Pareto distribution ⋮ Robust estimation of the generalized Pareto distribution

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