ON BAYESIAN PREDICTIVE MOMENTS OF NEXT RECORD VALUE USING THREE-PARAMETER GAMMA PRIORS

DOI10.1081/STA-100002147MaRDI QIDQ4540618zbMATH OpenFDO

Authors Ping-Hung Hsieh

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-100002147

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• A simple general approach to inference about the tail of a distribution

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(2)

• On a family of bayesian estimators and predictors for a Gumbel model based on the kth lower records
• Premium Calculation for Fat-tailed Risk

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