Pages that link to "Item:Q2488471"
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The following pages link to Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471):
Displaying 13 items.
- An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling (Q359995) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Generalizing the Pareto to the log-Pareto model and statistical inference (Q626281) (← links)
- A semiparametric Bayesian approach to extreme value estimation (Q746243) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
- A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail (Q2131939) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
- Estimation of the Pareto and related distributions – A reference-intrinsic approach (Q5875241) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
