Bayesian analysis of tail asymmetry based on a threshold extreme value model
type: Item
instance of: scholarly article
title: Bayesian analysis of tail asymmetry based on a threshold extreme value model
zbMATH Open document ID: 1471.62186
author: Mike K. P. So
author: Raymond K. S. Chan
published in: Computational Statistics and Data Analysis
publication date: 2018-11-08T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6975408
zbMATH Keywords: Bayesian tests
zbMATH Keywords: model selection
zbMATH Keywords: tail asymmetry
zbMATH Keywords: threshold models
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: j.csda.2013.02.008
OpenAlex ID: W2040051842
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DOI: 10.1016/J.CSDA.2013.02.008
description: scientific article; zbMATH DE number 6975408