Reference Priors for the Generalized Extreme Value Distribution
نویسندگان
چکیده
منابع مشابه
Posterior Propriety in Bayesian Extreme Value Analyses Using Reference Priors
The Generalized Pareto (GP) and Generalized extreme value (GEV) distributions play an important role in extreme value analyses as models for threshold excesses and block maxima, respectively. For each of these distributions we consider Bayesian inference using “reference” prior distributions (in the general sense of priors constructed using formal rules) for the model parameters, specifically a...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2024
ISSN: ['1017-0405', '1996-8507']
DOI: https://doi.org/10.5705/ss.202021.0258