A default Bayesian procedure for the generalized Pareto distribution

Journal of Statistical Planning and Inference

Volumn 137, Issue 2, 2007, Pages 473-483

  Eugenia Castellanos, M ^a   Cabras, Stefano ^b  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

^b UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

Bayesian inference; Extreme value theory; Jeffreys's prior; Peaks over the threshold

Indexed keywords

EID: 33749328172     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.01.006     Document Type: Article

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