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Quasi-conjugate bayes estimates for GPD parameters and application to heavy tails modelling

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https://hal.archives-ouvertes.fr/hal-00383153
Contributor : Stephane Girard <>
Submitted on : Tuesday, May 12, 2009 - 11:10:08 AM
Last modification on : Tuesday, October 13, 2020 - 4:24:04 PM

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  • HAL Id : hal-00383153, version 1
  • PRODINRA : 249728

Citation

Jean Diebolt, Mhamed El Aroui, Myriam Garrido, Stephane Girard. Quasi-conjugate bayes estimates for GPD parameters and application to heavy tails modelling. Extremes, Springer Verlag (Germany), 2005, 8, pp.57-78. ⟨hal-00383153⟩

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