Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Jose Ailton Alencar Andrade"'
Publikováno v:
Statistics & Probability Letters. 113:103-107
We propose a new method for estimating extremes quantiles of a wide class of heavy-tailed distributions. Our proposal makes Bayesian inference on extreme quantiles through High Posterior Density intervals. We evaluate the performance of the proposal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f65f4429f9e6f3a13d929cc71b5f09a5
https://doi.org/10.1016/j.spl.2016.02.020
https://doi.org/10.1016/j.spl.2016.02.020
Publikováno v:
Scandinavian Journal of Statistics. 38:691-711
The modelling process in Bayesian Statistics constitutes the fundamental stage of the analysis, since depending on the chosen probability laws the inferences may vary considerably. This is particularly true when conflicts arise between two or more so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ce4a59efb80f9308c8a167dc9f2fd0c
https://doi.org/10.1111/j.1467-9469.2011.00750.x
https://doi.org/10.1111/j.1467-9469.2011.00750.x
Publikováno v:
ResearcherID
Bayesian Anal. 1, no. 1 (2006), 169-188
Bayesian Anal. 1, no. 1 (2006), 169-188
Bayesian robustness modelling using heavy-tailed distributions provides a flexible approach to resolving problems of conflicts between the data and prior distributions. See Dawid (1973) and O'Hagan (1979, 1988, 1990), who provided sufficient conditio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87db5201802aadeebeb20ccaafd13316
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000207446800009&KeyUID=WOS:000207446800009
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000207446800009&KeyUID=WOS:000207446800009
