Bayesian analysis of extreme events with threshold estimation
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Publication:3429985
DOI10.1191/1471082X04st075oazbMath1111.62023OpenAlexW2112160211MaRDI QIDQ3429985
Cibele N. Behrens, Hedibert Freitas Lopes, Dani Gamerman
Publication date: 20 March 2007
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1191/1471082x04st075oa
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
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