Approximate Bayesian Computation of reduced-bias extreme risk measures from heavy-tailed distributions

Statistics and Computing 2026 Open access

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Authors: Jonathan El Methni, Stéphane Girard

DOI: 10.1007/s11222-026-10928-3

Cited by: 0

References: 41

Fields of Study & Subjects

Statistical Distribution Estimation and Applications Statistical Methods and Inference Bayesian Methods and Mixture Models

References 41