A default Bayesian procedure for the generalized Pareto distribution (Q861215)

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A default Bayesian procedure for the generalized Pareto distribution
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    A default Bayesian procedure for the generalized Pareto distribution (English)
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    9 January 2007
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    Bayesian inference
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    extreme value theory
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    Jeffreys's prior
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    peaks over thresholds
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    simulations
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    tables
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