Default Priors Based on Pseudo-Likelihoods for the Poisson-GPD Model

DOI10.1007/978-3-642-35588-2_1zbMath1300.62034MaRDI QIDQ2930684

Stefano Cabras

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

zbMATH Keywords

extreme values; Bayesian statistics; matching priors; approximate conditional likelihood; orthogonal parameters

Mathematics Subject Classification ID

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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