Extreme value analysis within a parametric outlier detection framework
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Cites work
- scientific article; zbMATH DE number 3962966 (Why is no real title available?)
- scientific article; zbMATH DE number 1040106 (Why is no real title available?)
- A Bayesian comparison of cluster, strata, and random samples
- A simple general approach to inference about the tail of a distribution
- Bayesian measures of surprise for outlier detection
- Fitting the Generalized Pareto Distribution to Data
- P Values for Composite Null Models
- Statistical inference using extreme order statistics
Cited in
(6)- Threshold selection for extremes under a semiparametric model
- A default Bayesian approach for regression on extremes
- Bayesian threshold selection for extremal models using measures of surprise
- Outlier detection and quasi-periodicity optimization algorithm: frequency domain based outlier detection (FOD)
- Additive Outlier Detection Via Extreme-Value Theory
- Algorithmic Learning Theory
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