Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734)
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scientific article; zbMATH DE number 6918033
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| English | Bayesian estimation of the tail index of a heavy tailed distribution under random censoring |
scientific article; zbMATH DE number 6918033 |
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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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0.8540632128715515
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0.8226844668388367
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0.8133915662765503
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0.8041591644287109
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0.798172652721405
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