Bayesian approach to parameter estimation of the generalized Pareto distribution (Q1423871)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian approach to parameter estimation of the generalized Pareto distribution |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian approach to parameter estimation of the generalized Pareto distribution |
scientific article |
Statements
Bayesian approach to parameter estimation of the generalized Pareto distribution (English)
0 references
7 March 2004
0 references
elemental percentile method
0 references
Gibbs sampling
0 references
generalized Pareto distribution
0 references
maximum likelihood
0 references
peaks over threshold
0 references
probability-weighted moments
0 references
