Posterior propriety in Bayesian extreme value analyses using reference priors
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Publication:2796878
DOI10.5705/ss.2014.034zbMath1360.62247arXiv1505.04983MaRDI QIDQ2796878
Paul J. Northrop, Nicolas Attalides
Publication date: 30 March 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.04983
extreme value theory; generalized extreme value distribution; posterior propriety; reference prior; generalized Pareto distribution
62F15: Bayesian inference
62G32: Statistics of extreme values; tail inference
60E05: Probability distributions: general theory