A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (Q5130144)
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scientific article; zbMATH DE number 7269545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities |
scientific article; zbMATH DE number 7269545 |
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A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities (English)
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4 November 2020
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generalized Pareto distribution
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threshold estimation
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Dirichlet process mixture
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