Regression models for change point data in extremes
DOI10.1214/20-BJPS488zbMATH Open1471.62516OpenAlexW3120466299MaRDI QIDQ2233641FDOQ2233641
Fernando Ferraz do Nascimento, Alan da Silva Assunção
Publication date: 11 October 2021
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/20-bjps488
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- scientific article; zbMATH DE number 1485432
Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
Cites Work
- An introduction to statistical modeling of extreme values
- Hierarchical Bayesian Analysis of Changepoint Problems
- Estimation and comparison of multiple change-point models
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Bayesian Analysis for Change Point Problems
- A default Bayesian procedure for the generalized Pareto distribution
- Dirichlet process hidden Markov multiple change-point model
- Bayesian Retrospective Multiple-Changepoint Identification
- Generalized Additive Modelling of Sample Extremes
- Detecting change-points in extremes
- A Bayesian model for multiple change point to extremes, with application to environmental and financial data
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
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