@famuvie @ikosmidis The exceedence parameters in the XB and the XBX distribution play very similar roles. I wouldn't think of it as a hyperparameter, really. Both parameters drive how much probability mass is in the tails of the latent distribution, outside of [0, 1], which then becomes the point masses at 0 and 1.
However, in XBX the support of the latent distribution does not depend on ν which makes the marginal likelihood and its derivates much more well-behaved.
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