A semiparametric Bayesian approach to extreme value estimation (Q746243)
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scientific article; zbMATH DE number 6495043
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A semiparametric Bayesian approach to extreme value estimation |
scientific article; zbMATH DE number 6495043 |
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A semiparametric Bayesian approach to extreme value estimation (English)
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16 October 2015
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Bayesian
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GPD
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higher quantiles
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MCMC
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threshold estimation
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nonparametric estimation of curves
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0.8423635363578796
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0.8272308707237244
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0.8135665059089661
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0.7987650036811829
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0.7987082004547119
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