Bayesian threshold selection for extremal models using measures of surprise (Q1623822)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian threshold selection for extremal models using measures of surprise |
scientific article |
Statements
Bayesian threshold selection for extremal models using measures of surprise (English)
0 references
23 November 2018
0 references
Bayesian inference
0 references
extremes
0 references
generalised Pareto distribution
0 references
posterior predictive \(p\)-value
0 references
spectral density function
0 references
surprise
0 references
threshold selection
0 references
0 references
0 references
0 references
0 references
