Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: TEST
سال: 2016
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-016-0501-7