An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extreme value Bayesian Lasso for the conditional left and right tails |
scientific article |
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An extreme value Bayesian Lasso for the conditional left and right tails (English)
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10 August 2022
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conditional tail
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extended generalized Pareto distribution
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heavy-tailed response
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Lasso
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\(L_1\)-penalization
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nonstationary extremes
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statistics of extremes
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variable selection
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