Mike K. P. So, Raymond K. S. Chan. Bayesian analysis of tail asymmetry based on a threshold extreme value model. Computational Statistics & Data Analysis, 71:568-587, 2014. [doi]
@article{SoC14a,
title = {Bayesian analysis of tail asymmetry based on a threshold extreme value model},
author = {Mike K. P. So and Raymond K. S. Chan},
year = {2014},
doi = {10.1016/j.csda.2013.02.008},
url = {http://dx.doi.org/10.1016/j.csda.2013.02.008},
researchr = {https://researchr.org/publication/SoC14a},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {71},
pages = {568-587},
}