A flexible extreme value mixture model
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Publication:901607
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Cited in
(33)- Bayesian threshold selection for extremal models using measures of surprise
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- A flexible extended generalized Pareto distribution for tail estimation
- A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- An extreme value Bayesian Lasso for the conditional left and right tails
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
- Mixture of extreme-value distributions: identifiability and estimation
- Time-varying extreme pattern with dynamic models
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- Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death
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- Extreme value-based methods for modeling elk yearly movements
- A spatio-temporal model for Red Sea surface temperature anomalies
- A change-point approach for the identification of financial extreme regimes
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Bayesian analysis of tail asymmetry based on a threshold extreme value model
- Univariate extreme value mixture modeling
- A simple generalisation of the Hill estimator
- A dynamical mixture model for unsupervised tail estimation without threshold selection
- Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
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- Modeling malicious hacking data breach risks
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