scientific article; zbMATH DE number 7406425
From MaRDI portal
Publication:5154662
zbMath1470.62047MaRDI QIDQ5154662
No author found.
Publication date: 5 October 2021
Full work available at URL: https://dergipark.org.tr/en/pub/hujms/issue/41011/495656
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bayesian analysisMarkov chain Monte Carloextreme value theoryMetropolis-Hastings algorithmslice samplergold price
Computational methods in Markov chains (60J22) Applications of statistics to economics (62P20) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Slice sampling mixture models
- An application of extreme value theory for measuring financial risk
- Residual life time at great age
- Statistical inference using extreme order statistics
- Slice sampling. (With discussions and rejoinder)
- High volatility, thick tails and extreme value theory in value-at-risk estimation.
- Parallel multivariate slice sampling
- Sur la distribution limite du terme maximum d'une série aléatoire
- Perfect Slice Samplers
- Sampling the Dirichlet Mixture Model with Slices
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- An Analysis of Swendsen–Wang and Related Sampling Methods
- Convergence of Slice Sampler Markov Chains
- Efficiency and Convergence Properties of Slice Samplers
- Bayesian Methods in Extreme Value Modelling: A Review and New Developments
- Introducing Monte Carlo Methods with R
- An introduction to statistical modeling of extreme values
