A Bayesian semi-parametric approach to extreme regime identification
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Publication:509588
DOI10.1214/15-BJPS293zbMath1359.62080MaRDI QIDQ509588
Publication date: 17 February 2017
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
extreme value theoryBayesian inferenceMCMCenvironmental datageneralized Pareto distribution (GPD)GPD distributionmixture of Gammas distributions
Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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