Open AccessA Bayesian approach to extended models for exceedance
Author(s) -
Fernando Ferraz do Nascimento,
Marcelo Bourguig Pereira
Publication year - 2017
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/17-bjps378
Subject(s) - generalized pareto distribution , mathematics , bayesian probability , extreme value theory , distribution (mathematics) , statistics , bayesian inference , generalized extreme value distribution , pareto principle , inference , econometrics , computer science , mathematical analysis , artificial intelligence