A semiparametric Bayesian approach to extreme value estimation (Q746243)

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A semiparametric Bayesian approach to extreme value estimation
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    A semiparametric Bayesian approach to extreme value estimation (English)
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    16 October 2015
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    Bayesian
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    GPD
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    higher quantiles
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    MCMC
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    threshold estimation
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    nonparametric estimation of curves
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