A bayesian approach for estimating extreme quantiles under a semiparametric mixture model

DOI10.2143/AST.41.1.2084387zbMath1220.62056OpenAlexW2269166436MaRDI QIDQ3008258

Stefano Cabras, María Eugenia Castellanos

Publication date: 15 June 2011

Full work available at URL: https://econpapers.repec.org/RePEc:cup:astinb:v:41:y:2011:i:01:p:87-106_00

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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