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
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| English | A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities |
scientific article; zbMATH DE number 7269545 |
Statements
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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0.8423635363578796
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0.7976806163787842
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0.7900753021240234
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0.7833660840988159
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0.7697436809539795
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