Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734)
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 estimation of the tail index of a heavy tailed distribution under random censoring |
scientific article; zbMATH DE number 6918033
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian estimation of the tail index of a heavy tailed distribution under random censoring |
scientific article; zbMATH DE number 6918033 |
Statements
Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (English)
0 references
15 August 2018
0 references
extreme value modeling
0 references
random censoring
0 references
maximum a posteriori estimator
0 references
mean posterior estimator
0 references
asymptotic normality of posterior
0 references
simulations
0 references
0 references
0 references
0 references
0 references
0.8540632128715515
0 references
0.8226844668388367
0 references
0.8133915662765503
0 references
0.8041591644287109
0 references
0.798172652721405
0 references
