Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734)

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Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
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    Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (English)
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    15 August 2018
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    extreme value modeling
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    random censoring
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    maximum a posteriori estimator
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    mean posterior estimator
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    asymptotic normality of posterior
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    simulations
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