A semiparametric Bayesian approach to extreme value estimation

DOI10.1007/s11222-011-9270-zzbMath1322.62049OpenAlexW2172282971MaRDI QIDQ746243

Hedibert Freitas Lopes, Fernando Ferraz do Nascimento, Dani Gamerman

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9270-z

zbMATH Keywords

BayesianMCMCthreshold estimationGPDhigher quantilesnonparametric estimation of curves

Mathematics Subject Classification ID

Related Items (21)

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