Bayesian approach to parameter estimation of the generalized pareto distribution

P. Zea Bermudez () and M. Turkman

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2003, vol. 12, issue 1, 259-277

Keywords: Elemental percentile method; Gibbs sampling; generalized Pareto distribution; maximum likelihood; peaks over threshold; probability-weighted moments; 62F15; 62G32 (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/BF02595822

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