| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151267 | Statistics & Probability Letters | 2016 | 5 Pages |
Abstract
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 by numerical results.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rafael B.A. Farias, Michel H. Montoril, José A.A. Andrade,