A Bayesian approach to extended models for exceedance
Work
Year: 2017
Type: article
Abstract: In extreme value theory, the generalized Pareto distribution (GPD) is a family of continuous distribution used to model the tail of the distribution to values higher than a threshold $u$. Several work... more
Cites: 26
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Related to: 10
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Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: hybrid