Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181): Difference between revisions

@@ Property / author @@
-José A. A. Andrade
@@ Property / author: José A. A. Andrade / rank @@
-Normal rank
@@ Property / author @@
+José A. A. Andrade
@@ Property / author: José A. A. Andrade / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6572626
@@ Property / zbMATH DE Number: 6572626 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high quantile
@@ Property / zbMATH Keywords: high quantile / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+HPD interval
@@ Property / zbMATH Keywords: HPD interval / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy tail
@@ Property / zbMATH Keywords: heavy tail / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+CODA
@@ Property / describes a project that uses: CODA / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2016.02.020
+Normal rank
@@ Property / OpenAlex ID @@
+W2296482986
@@ Property / OpenAlex ID: W2296482986 / rank @@
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@@ Property / cites work @@
+A new class of models for heavy tailed distributions in finance and insurance risk
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of extreme events with threshold estimation
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Skew mixture models for loss distributions: a Bayesian approach
+Normal rank
@@ Property / cites work @@
+A default Bayesian approach for regression on extremes
+Normal rank
@@ Property / cites work @@
+Bayesian Methods in Extreme Value Modelling: A Review and New Developments
+Normal rank
@@ Property / cites work @@
+Modeling actuarial data with a composite lognormal-Pareto model
+Normal rank
@@ Property / cites work @@
+Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
+Normal rank
@@ Property / cites work @@
+Confidence regions for high quantiles of a heavy tailed distribution
+Normal rank
@@ Property / cites work @@
+Weak convergence and optimal scaling of random walk Metropolis algorithms
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:274181