Quasi-Conjugate Bayes Estimates for GPD Parameters and Application to Heavy Tails Modelling
Jean Diebolt; Mhamed-Ali El-Aroui; Myriam Garrido; Stéphane Girard
- 期刊名称Extremes
- 作者Jean Diebolt; Mhamed-Ali El-Aroui; Myriam Garrido; Stéphane Girard
- 卷第8卷
- 印刷ISSN1386-1999
- 电子ISSN1572-915X
- 文件大小1079.43KB
- 发表时间2005-06
- DOI10.1007/s10687-005-4860-9
- 页码57-78