Pages that link to "Item:Q3429985"

The following pages link to Bayesian analysis of extreme events with threshold estimation (Q3429985):

Displaying 37 items.

• Threshold selection for extremes under a semiparametric model (Q257615) (← links)
• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Time-varying extreme pattern with dynamic models (Q285844) (← links)
• Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
• A semiparametric Bayesian approach to extreme value estimation (Q746243) (← links)
• A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
• A flexible extreme value mixture model (Q901607) (← links)
• Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
• Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
• Extreme value modelling of water-related insurance claims (Q1647607) (← links)
• Extreme value-based methods for modeling elk yearly movements (Q1722629) (← links)
• A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge (Q1792629) (← links)
• A spatio-temporal model for Red Sea surface temperature anomalies (Q2028573) (← links)
• A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
• An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (Q2203431) (← links)
• Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
• A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277) (← links)
• Long-term time-dependent stochastic modelling of extreme waves (Q2331258) (← links)
• Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
• Extreme value analysis for evaluating ozone control strategies (Q2443142) (← links)
• Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
• Default Priors Based on Pseudo-Likelihoods for the Poisson-GPD Model (Q2930684) (← links)
• Multilevel quantile function modeling with application to birth outcomes (Q3459953) (← links)
• Regression models for time-varying extremes (Q4960542) (← links)
• Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
• Statistical learning theory for fitting multimodal distribution to rainfall data: an application (Q5124935) (← links)
• A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144) (← links)
• Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
• Predictive Modeling of Threshold Life Tables (Q5139820) (← links)
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
• A default Bayesian approach for regression on extremes (Q5193324) (← links)
• Regression models to dependence for exceedance (Q5861152) (← links)
• Estimation of the Pareto and related distributions – A reference-intrinsic approach (Q5875241) (← links)
• Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
• Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
• Bayesian inference for nonstationary marginal extremes (Q6179752) (← links)