@article{ameraoui:hal-01071496,
TITLE = {Bayesian estimation of the tail index of a heavy tailed distribution under random censoring},
AUTHOR = {Ameraoui, Abdelkader and Boukhetala, Kamal and Dupuy, Jean-Fran{\c c}ois},
URL = {https://hal.science/hal-01071496},
JOURNAL = {Computational Statistics and Data Analysis},
PUBLISHER = {Elsevier},
VOLUME = {104},
PAGES = {148-168},
YEAR = {2016},
DOI = {10.1016/j.csda.2016.06.009},
KEYWORDS = {Extreme value theory ; asymptotic properties ; maximum a posteriori estimator ; mean posterior estimator ; simulations},
PDF = {https://hal.science/hal-01071496/file/Ameraoui-Boukhetala-Dupuy.pdf},
HAL_ID = {hal-01071496},
HAL_VERSION = {v1},
}