Slice sampler algorithm for generalized pareto distribution
In this paper, we developed the slice sampler algorithm for the generalized Pareto distribution (GPD) model. Two simulation studies have shown the performance of the peaks over given threshold (POT) and GPD density function on various simulated data sets. The results were compared with another commo...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hacettepe University
2018
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| Online Access: | http://psasir.upm.edu.my/id/eprint/73905/1/Slice%20sampler%20algorithm%20for%20generalized%20pareto%20distribution.pdf http://psasir.upm.edu.my/id/eprint/73905/ |
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| Institution: | Universiti Putra Malaysia |
| Language: | English |
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