Nonparametric elicitation for heavy-tailed prior distributions

DOI10.1214/07-BA228zbMath1331.62217OpenAlexW2020494710WikidataQ58420700 ScholiaQ58420700MaRDI QIDQ5965239

Anthony O'Hagan, Jeremy E. Oakley, John Paul Gosling

Publication date: 2 March 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340370711

zbMATH Keywords

Gaussian processheavy-tailed distributionexpert elicitationnonparametric density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Statistics of extreme values; tail inference (62G32)

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