Pages that link to "Item:Q4891284"
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The following pages link to Bayesian Methods in Extreme Value Modelling: A Review and New Developments (Q4891284):
Displayed 18 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)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- A flexible extreme value mixture model (Q901607) (← links)
- An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- Penalized likelihood inference in extreme value analyses (Q4540884) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (Q5505908) (← links)