Bayesian approach to parameter estimation of the generalized pareto distribution
| Year of publication: |
2003
|
|---|---|
| Authors: | Bermudez, P. Zea ; Turkman, M. |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 12.2003, 1, p. 259-277
|
| Publisher: |
Springer |
| Subject: | Elemental percentile method | Gibbs sampling | generalized Pareto distribution | maximum likelihood | peaks over threshold | probability-weighted moments |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390630