Pages that link to "Item:Q746243"

The following pages link to A semiparametric Bayesian approach to extreme value estimation (Q746243):

Displaying 14 items.

• Time-varying extreme pattern with dynamic models (Q285844) (← links)
• Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
• Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
• A Bayesian approach to extended models for exceedance (Q1705548) (← links)
• A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
• An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
• 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)
• Regression models for exceedance data: a new approach (Q2664999) (← links)
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
• Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
• On the Riesz estimation of multivariate probability density functions (Q6142087) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)