Pages that link to "Item:Q1424679"
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The following pages link to A dynamical mixture model for unsupervised tail estimation without threshold selection (Q1424679):
Displaying 35 items.
- Generalized fiducial confidence intervals for extremes (Q132672) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
- A semiparametric Bayesian approach to extreme value estimation (Q746243) (← links)
- A flexible extreme value mixture model (Q901607) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge (Q1792629) (← links)
- A spatio-temporal model for Red Sea surface temperature anomalies (Q2028573) (← links)
- Parametric models for distributions when interest is in extremes with an application to daily temperature (Q2028588) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Spatio-temporal modelling of extreme storms (Q2258573) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← 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)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- Extreme value analysis for evaluating ozone control strategies (Q2443142) (← links)
- Skew mixture models for loss distributions: a Bayesian approach (Q2447415) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- Multilevel quantile function modeling with application to birth outcomes (Q3459953) (← links)
- Regression models for time-varying extremes (Q4960542) (← links)
- Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
- A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144) (← links)
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
- Estimation of the Pareto and related distributions – A reference-intrinsic approach (Q5875241) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
- Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance (Q6170532) (← links)
- Bayesian inference for nonstationary marginal extremes (Q6179752) (← links)
