A Bayesian semi-parametric approach to extreme regime identification (Q509588): Difference between revisions
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| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P12 / rank | |||
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| Property / zbMATH DE Number: 6686408 / rank | |||
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| Property / zbMATH Keywords | |||
extreme value theory | |||
| Property / zbMATH Keywords: extreme value theory / rank | |||
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GPD distribution | |||
| Property / zbMATH Keywords: GPD distribution / rank | |||
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environmental data | |||
| Property / zbMATH Keywords: environmental data / rank | |||
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MCMC | |||
| Property / zbMATH Keywords: MCMC / rank | |||
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Bayesian inference | |||
| Property / zbMATH Keywords: Bayesian inference / rank | |||
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generalized Pareto distribution (GPD) | |||
| Property / zbMATH Keywords: generalized Pareto distribution (GPD) / rank | |||
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mixture of Gammas distributions | |||
| Property / zbMATH Keywords: mixture of Gammas distributions / rank | |||
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Latest revision as of 01:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian semi-parametric approach to extreme regime identification |
scientific article |
Statements
A Bayesian semi-parametric approach to extreme regime identification (English)
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17 February 2017
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extreme value theory
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GPD distribution
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environmental data
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MCMC
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Bayesian inference
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generalized Pareto distribution (GPD)
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mixture of Gammas distributions
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