Quasi-Conjugate Bayes Estimates for GPD Parameters and Application to Heavy Tails Modelling - Concepedia

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Quasi-Conjugate Bayes Estimates for GPD Parameters and Application to Heavy Tails Modelling

43

Citations

24

References

2005

Year

Jean Diebolt, Mhamed‐Ali El‐Aroui, Myriam Garrido, Stéphane Girard

EngineeringGpd ParametersStatistical InferenceProbability TheoryHeavy Tails ModellingQuasi-conjugate Bayes EstimatesMathematical StatisticStatisticsBayesian InferenceSemi-nonparametric Estimation

References

	Year	Citations

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