Bayesian analysis of tail asymmetry based on a threshold extreme value model
Year of publication: |
2014
|
---|---|
Authors: | So, Mike K.P. ; Chan, Raymond K.S. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 71.2014, C, p. 568-587
|
Publisher: |
Elsevier |
Subject: | Bayesian tests | Model selection | Tail asymmetry | Threshold models | Time series |
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