Bayesian inference for extreme value modelling

MaRDI QIDQ5272725zbMATH OpenFDO

Authors Alec G. Stephenson

Publication date 4 July 2017

zbMATH Keywords

parametric modelsstatistical package

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Bayesian inference (62F15) Applications of statistics to environmental and related topics (62P12)

Recommendations

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• An introduction to statistical modeling of extreme values
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Cited in

(19)

• Bayesian inference for clustered extremes
• Bayesian threshold selection for extremal models using measures of surprise
• A Poisson process reparameterisation for Bayesian inference for extremes
• Bayesian analysis of extreme values by mixture modelling
• Consistency of Bayesian inference for multivariate max-stable distributions
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
• Bayesian inference for extremes: accounting for the three extremal types
• Generalized extreme value additive model analysis via mean field variational Bayes
• scientific article; zbMATH DE number 1057894 (Why is no real title available?)
• Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo
• Dynamic generalized extreme value modeling via particle filters
• Bayesian Methods in Extreme Value Modelling: A Review and New Developments
• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• A default Bayesian approach for regression on extremes
• A modeler's guide to extreme value software
• Bayesian inference for nonstationary marginal extremes
• Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
• Flexible covariate representations for extremes
• Modeling nonstationary surface-level ozone extremes through the lens of US air quality standards: a Bayesian hierarchical approach

Describes a project that uses

Uses Software

• R

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