A Bayesian approach to extended models for exceedance
DOI10.1214/17-BJPS378zbMath1385.62004OpenAlexW2774673433MaRDI QIDQ1705548
Fernando Ferraz do Nascimento, Marcelo Bourguignon Pereira
Publication date: 16 March 2018
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/17-bjps378
extreme value theoryMCMCgeneralized Pareto distributionexceedance analysisgeneralized classes of distributions
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)
Uses Software
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