Bayesian analysis of extreme events with threshold estimation (Q3429985): Difference between revisions

@@ Property / cites work @@
+Excess functions and estimation of the extreme-value index
+Normal rank
@@ Property / cites work @@
+A predictive approach to tail probability estimation
+Normal rank
@@ Property / cites work @@
+Bayesian Methods in Extreme Value Modelling: A Review and New Developments
+Normal rank
@@ Property / cites work @@
+Statistical Methods for Multivariate Extremes: An Application to Structural Design
+Normal rank
@@ Property / cites work @@
+Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
+Normal rank
@@ Property / cites work @@
+A dynamical mixture model for unsupervised tail estimation without threshold selection
+Normal rank
@@ Property / cites work @@
+Inference from iterative simulation using multiple sequences
+Normal rank
@@ Property / cites work @@
+Simulation Run Length Control in the Presence of an Initial Transient
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank