Bayesian approach to parameter estimation of the generalized pareto distribution

Test

Volumn 12, Issue 1, 2003, Pages 259-277

  De Zea Bermudez, P ^a   Amaral Turkman, M A ^a  

^a UNIVERSITY OF LISBON   (Portugal)

Author keywords

Elemental percentile method; Generalized Pareto distribution; Gibbs sampling; Maximum likelihood; Peaks over threshold; Probability weighted moments

Indexed keywords

EID: 0043032889     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595822     Document Type: Article

References (13)

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