Accounting for the threshold uncertainity in extreme value estimation
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Publication:2463692
DOI10.1007/s10687-006-0009-8zbMath1164.62326OpenAlexW2043549322MaRDI QIDQ2463692
Anthony O'Hegan, Andrea Tancredi, Clive W. Anderson
Publication date: 16 December 2007
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-006-0009-8
Point estimation (62F10) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)
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Uses Software
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