Pages that link to "Item:Q5130144"
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The following pages link to A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144):
Displaying 3 items.
- Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
