Bayesian Estimation of a Tail-Index with Marginalized Threshold

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]

@inproceedings{JohnstonD21,
  title = {Bayesian Estimation of a Tail-Index with Marginalized Threshold},
  author = {Douglas E. Johnston and Petar M. Djuric},
  year = {2021},
  doi = {10.1109/ICASSP39728.2021.9413935},
  url = {https://doi.org/10.1109/ICASSP39728.2021.9413935},
  researchr = {https://researchr.org/publication/JohnstonD21},
  cites = {0},
  citedby = {0},
  pages = {5569-5573},
  booktitle = {IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2021, Toronto, ON, Canada, June 6-11, 2021},
  publisher = {IEEE},
  isbn = {978-1-7281-7605-5},
}