A default Bayesian procedure for the generalized Pareto distribution (Q861215)
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English | A default Bayesian procedure for the generalized Pareto distribution |
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A default Bayesian procedure for the generalized Pareto distribution (English)
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9 January 2007
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Bayesian inference
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extreme value theory
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Jeffreys's prior
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peaks over thresholds
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simulations
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tables
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