JOURNAL ARTICLE

Bayesian inference for extreme quantiles of heavy tailed distributions

Rafael Bráz Azevedo FariasMichel H. MontorilJ. A. A. Andrade

Year: 2016 Journal:   Statistics & Probability Letters Vol: 113 Pages: 103-107   Publisher: Elsevier BV
Keywords:
Quantile Mathematics Inference Bayesian probability Bayesian inference Statistics Extreme value theory Econometrics Computer science Artificial intelligence

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3
Cited By
0.81
FWCI (Field Weighted Citation Impact)
20
Refs
0.80
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Statistical Distribution Estimation and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability

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