Pages that link to "Item:Q4891284"

The following pages link to Bayesian Methods in Extreme Value Modelling: A Review and New Developments (Q4891284):

Displaying 33 items.

• Threshold selection for extremes under a semiparametric model (Q257615) (← links)
• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Time-varying extreme pattern with dynamic models (Q285844) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• A flexible extreme value mixture model (Q901607) (← links)
• A software review for extreme value analysis (Q907385) (← links)
• An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
• Bayesian inference for clustered extremes (Q1003325) (← links)
• On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
• A Bayesian approach for estimating extreme flood probabilities with upper-bounded distribution functions (Q1625524) (← links)
• Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
• Bayesian analysis of extreme values by mixture modelling (Q1887257) (← links)
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (Q2203431) (← links)
• A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277) (← links)
• Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
• Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
• Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
• Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
• Generalized extreme value additive model analysis via mean field variational Bayes (Q2802758) (← links)
• Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
• Penalized likelihood inference in extreme value analyses (Q4540884) (← links)
• Dynamic generalized extreme value modeling via particle filters (Q4638827) (← links)
• Regression models for time-varying extremes (Q4960542) (← links)
• (Q5154662) (← links)
• Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
• On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (Q5505908) (← links)
• Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Bayesian inference for nonstationary marginal extremes (Q6179752) (← links)
• Empirical Bayes inference for the block maxima method (Q6565317) (← links)
• Bayesian spatial extreme value analysis of maximum temperatures in County Dublin, Ireland (Q6626163) (← links)
• A note on power generalized extreme value distribution and its properties (Q6640940) (← links)