Bayesian estimation of the shape parameter of a generalized Pareto distribution under asymmetric loss functions (Q3635853)
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scientific article; zbMATH DE number 5575845
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| English | Bayesian estimation of the shape parameter of a generalized Pareto distribution under asymmetric loss functions |
scientific article; zbMATH DE number 5575845 |
Statements
6 July 2009
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Linex loss
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0.9141541719436646
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0.8988634347915649
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0.8831387758255005
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0.8821655511856079
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