Bayesian Estimation of a Tail-Index with Marginalized Threshold - researchr publication authors

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Douglas E. Johnston, Petar M. Djuric. Bayesian Estimation of a Tail-Index with Marginalized Threshold. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2021, Toronto, ON, Canada, June 6-11, 2021. pages 5569-5573, IEEE, 2021. [doi]

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