Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
type: Item
instance of: scholarly article
title: Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
zbMATH Open document ID: 1466.62019
author: Abdelkader Ameraoui
author: Kamal Boukhetala
author: Jean-François Dupuy
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6918033
zbMATH Keywords: extreme value modeling
zbMATH Keywords: random censoring
zbMATH Keywords: maximum a posteriori estimator
zbMATH Keywords: mean posterior estimator
zbMATH Keywords: asymptotic normality of posterior
zbMATH Keywords: simulations
describes a project that uses: ismev
describes a project that uses: R
describes a project that uses: MASS (R)
MaRDI profile type: Publication
full work available at URL: j.csda.2016.06.009
OpenAlex ID: W2465009132
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DOI: 10.1016/J.CSDA.2016.06.009
description: scientific article; zbMATH DE number 6918033