A flexible extreme value mixture model
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Publication:901607
DOI10.1016/J.CSDA.2011.01.005zbMATH Open1328.62296OpenAlexW2022602914WikidataQ60401445 ScholiaQ60401445MaRDI QIDQ901607FDOQ901607
Authors: N. E. Zubov 
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.01.005
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Bayesian inference (62F15) Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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Cited In (32)
- Threshold selection for extremes under a semiparametric model
- Extreme value-based methods for modeling elk yearly movements
- Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
- A dynamical mixture model for unsupervised tail estimation without threshold selection
- Heavy-Tailed Density Estimation
- Regression models for time-varying extremes
- Bayesian inference for nonstationary marginal extremes
- Time-varying extreme pattern with dynamic models
- Bayesian analysis of tail asymmetry based on a threshold extreme value model
- Bayesian threshold selection for extremal models using measures of surprise
- Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates
- A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities
- Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount
- A spatio-temporal model for Red Sea surface temperature anomalies
- Extreme value modelling of water-related insurance claims
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- Joint modelling of the body and tail of bivariate data
- A flexible extended generalized Pareto distribution for tail estimation
- Modeling Malicious Hacking Data Breach Risks
- An extreme value Bayesian Lasso for the conditional left and right tails
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
- A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
- Mixture of extreme-value distributions: identifiability and estimation
- A simple generalisation of the Hill estimator
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
- A change-point approach for the identification of financial extreme regimes
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- Regression models for the full distribution to exceedance data
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