Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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