Bayesian inference for the extreme value index

DOI10.1007/S42519-026-00614-YMaRDI QIDQ7314372zbMATH OpenFDO

Authors Glenn Almelor, Subhashis Ghosal

Publication date 14 August 2026

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S42519-026-00614-Y

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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• Statistical inference using extreme order statistics
• Sur la distribution limite du terme maximum d'une série aléatoire

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