Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling

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Publication:2488471

DOI10.1007/s10687-005-4860-9zbMath1091.62009arXiv1103.6216OpenAlexW2156682754MaRDI QIDQ2488471

Jean Diebolt, Myriam Garrido, Mhamed-Ali El-Aroui, Stéphane Girard

Publication date: 24 May 2006

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.6216




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