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References

[1]
A. Vehtari, D. Simpson, A. Gelman, Y. Yao and J. Gabry. Pareto Smoothed Importance Sampling. Journal of Machine Learning Research 25, 1–58 (2024), arXiv:1507.02646.
[2]
J. Zhang and M. A. Stephens. A New and Efficient Estimation Method for the Generalized Pareto Distribution. Technometrics : a journal of statistics for the physical, chemical, and engineering sciences 51, 316–325 (2009).
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