Bayesian Methods in Extreme Value Modelling: A Review and New Developments

DOI10.2307/1403426zbMath0853.62025MaRDI QIDQ4891284

Stuart G. Coles, Elwyn A. Powell

Publication date: 3 September 1996

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403426

zbMATH Keywords

empirical Bayes; extreme value analysis; Markov chain Monte Carlo; maximum likelihood; Gibbs sampler; prior information; prior elicitation; expert; reliability models; spatial information; spatial modelling; computational tools; wind speed modelling; prior choice; empirical prior

Mathematics Subject Classification ID

62F15: Bayesian inference

62C12: Empirical decision procedures; empirical Bayes procedures

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