Bayesian time-varying quantile regression on exceedance (Q5058306)
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scientific article; zbMATH DE number 7634801
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| English | Bayesian time-varying quantile regression on exceedance |
scientific article; zbMATH DE number 7634801 |
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Bayesian time-varying quantile regression on exceedance (English)
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20 December 2022
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exceedance analysis
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extreme value theory
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generalized Pareto distribution
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quantile regression
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time-varying models
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