Robust Bayesian inference of generalized Pareto distribution

MaRDI QIDQ505614zbMATH OpenFDO

Authors Fatiha Mokrani, H. Fellag, A. Necir

Publication date 26 January 2017

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1484881315

zbMATH Keywords

Monte Carlorobustnessgeneralized Pareto distributionBayesian estimationextreme valuegeneralized Fisher information

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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