Bayesian inference for extreme quantiles of heavy tailed distributions-Reference-Cited by-同舟云学术

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Bayesian inference for extreme quantiles of heavy tailed distributions

Published:2016-06 Issue: Volume:113 Page:103-107
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Farias Rafael B.A.,Montoril Michel H.,Andrade José A.A.

Funder

FAPESP (Fundação de Amparo à Pesquisa do Estado de São Paulo)

CNPq

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. A new class of models for heavy tailed distributions in finance and insurance risk;Ahn;Insurance Math. Econom.,2012

2. Bayesian analysis of extreme events with threshold estimation;Behrens;Stat. Model.,2004

3. Statistics of Extremes: Theory and Applications;Beirlant,2004

4. Skew mixture models for loss distributions: A Bayesian approach;Bernardi;Insurance Math. Econom.,2012

5. A default Bayesian approach for regression on extremes;Cabras;Stat. Model.,2011

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Behavioral data-driven analysis with Bayesian method for risk management of financial services;International Journal of Production Economics;2020-10

2. Gamma mixture of generalized error distribution;Communications in Statistics - Theory and Methods;2019-05-03

3. The beta skew t distribution and its properties;Journal of Statistical Theory and Practice;2018-07-11

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