Default Priors Based on Pseudo-Likelihoods for the Poisson-GPD Model
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Publication:2930684
DOI10.1007/978-3-642-35588-2_1zbMath1300.62034MaRDI QIDQ2930684
Publication date: 19 November 2014
Published in: Advances in Theoretical and Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-35588-2_1
extreme values; Bayesian statistics; matching priors; approximate conditional likelihood; orthogonal parameters
62P12: Applications of statistics to environmental and related topics
62F10: Point estimation
62F15: Bayesian inference
62G32: Statistics of extreme values; tail inference
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