Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations
Crossref DOI link: https://doi.org/10.1007/s11749-016-0501-7
Published Online: 2016-08-05
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Villa, Cristiano
Funding for this research was provided by:
University of Kent
License valid from 2016-08-05