A semiparametric Bayesian approach to extreme value estimation (Q746243)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A semiparametric Bayesian approach to extreme value estimation
scientific article

    Statements

    A semiparametric Bayesian approach to extreme value estimation (English)
    0 references
    16 October 2015
    0 references
    Bayesian
    0 references
    GPD
    0 references
    higher quantiles
    0 references
    MCMC
    0 references
    threshold estimation
    0 references
    nonparametric estimation of curves
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references