Quasi-Conjugate Bayes Estimates for GPD Parameters and Application to Heavy Tails Modelling

Author: Diebolt Jean   El-Aroui Mhamed-Ali   Garrido Myriam   Girard Stéphane  

Publisher: Springer Publishing Company

ISSN: 1386-1999

Source: Extremes, Vol.8, Iss.1-2, 2005-06, pp. : 57-78

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Abstract