On the dangers of modelling through continuous distributions: A Bayesian perspective
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- Fernández, C. & Steel, M.F.J., 1997. "On the Dangers of Modelling through Continuous Distributions : A Bayesian Perspective," Discussion Paper 1997-05, Tilburg University, Center for Economic Research.
References listed on IDEAS
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- Cristiano Villa, 2017. "Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 95-118, March.
- repec:eee:ecosta:v:3:y:2017:i:c:p:73-88 is not listed on IDEAS
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Keywordslocation-scale model; rounding; scale mixtures of normals; skewness; student-T;
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