scientific article; zbMATH DE number 1057894

MaRDI QIDQ4352964zbMATH OpenFDO

Authors Elwyn A. Powell, Stuart Coles

Publication date 6 November 1997

zbMATH Keywords

Bayesian computational toolsBayesian extreme value analysisempirical Bayesempirical priorexpertprior elicitationprior informationreviewspatial information

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Bayesian inference (62F15)

Recommendations

• Bayesian Methods in Extreme Value Modelling: A Review and New Developments
• Bayesian inference for extreme value modelling
• Bayesian inference for extremes: accounting for the three extremal types
• Posterior propriety in Bayesian extreme value analyses using reference priors

Cited in

(12)

• Bayesian threshold selection for extremal models using measures of surprise
• Bayesian analysis of extreme values by mixture modelling
• Consistency of Bayesian inference for multivariate max-stable distributions
• Bayesian inference for extremes: accounting for the three extremal types
• Bayesian estimation of locations of lightning events
• Posterior propriety in Bayesian extreme value analyses using reference priors
• Generalized extreme value additive model analysis via mean field variational Bayes
• Dynamic generalized extreme value modeling via particle filters
• Bayesian Methods in Extreme Value Modelling: A Review and New Developments
• Bayesian inference for extreme value modelling
• Reparameterization of extreme value framework for improved Bayesian workflow
• Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques

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