Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080)
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| English | Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations |
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Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (English)
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15 August 2017
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extreme values
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generalised Pareto distribution
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heavy tails
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Kullback-Leibler divergence
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self-information loss
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0.7985839247703552
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0.7971148490905762
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0.7917864918708801
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0.7895261645317078
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0.7880529165267944
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