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Publication details

Document type
Other

Document subtype
Preprint

Title
An Extreme Value Bayesian Lasso for the Conditional Bulk and Tail

Participants in the publication
de Carvalho, M (Author)
Pereira, S. (Author)
Pereira, P. (Author)
de Zea Bermudez, P. (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Date of Publication
2020-10-14

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
ARXIV: arXiv:2010.07164v1

Publication Identifiers

Notes
Submitted to publication in an international journal.


Export

APA
de Carvalho, M, Pereira, S., Pereira, P., de Zea Bermudez, P., (2020). An Extreme Value Bayesian Lasso for the Conditional Bulk and Tail

IEEE
de Carvalho, M, Pereira, S., Pereira, P., de Zea Bermudez, P., "An Extreme Value Bayesian Lasso for the Conditional Bulk and Tail", 2020

BIBTEX
@misc{49985, author = {de Carvalho, M and Pereira, S. and Pereira, P. and de Zea Bermudez, P.}, title = {An Extreme Value Bayesian Lasso for the Conditional Bulk and Tail}, year = 2020 }