Pages that link to "Item:Q901607"
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The following pages link to A flexible extreme value mixture model (Q901607):
Displaying 27 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Extreme value-based methods for modeling elk yearly movements (Q1722629) (← links)
- A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge (Q1792629) (← links)
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
- A spatio-temporal model for Red Sea surface temperature anomalies (Q2028573) (← 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)
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- Regression models for time-varying extremes (Q4960542) (← links)
- Modeling Malicious Hacking Data Breach Risks (Q5027904) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144) (← links)
- Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates (Q5266235) (← links)
- Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death (Q5379234) (← links)
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather (Q6069104) (← links)
- Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
- Bayesian inference for nonstationary marginal extremes (Q6179752) (← links)
- Regression models for the full distribution to exceedance data (Q6547177) (← links)
- Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount (Q6626130) (← links)
- A flexible extended generalized Pareto distribution for tail estimation (Q6626496) (← links)
