most citedPosterior propriety in Bayesian extreme value analyses using reference priors

30 citations · 30 across the 1 of their papers we have counts for

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1 paper

stat.ME2015★ 30 cited

Posterior propriety in Bayesian extreme value analyses using reference priors

Paul J. Northrop, Nicolas Attalides

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 re…