Pages that link to "Item:Q2463692"
From MaRDI portal
The following pages link to Accounting for the threshold uncertainity in extreme value estimation (Q2463692):
Displaying 37 items.
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- Generalized fiducial confidence intervals for extremes (Q132672) (← links)
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
- Return level bounds for discrete and continuous random variables (Q619125) (← links)
- A semiparametric Bayesian approach to extreme value estimation (Q746243) (← links)
- A flexible extreme value mixture model (Q901607) (← links)
- Exceedances over high thresholds: a guide to threshold selection (Q1294765) (← links)
- A predictive approach to tail probability estimation (Q1409824) (← links)
- Extreme value analysis of a large designed experiment: a case study in bulk carrier safety (Q1409829) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- A Bayesian approach to extended models for exceedance (Q1705548) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
- Extreme market risk and extreme value theory (Q2227458) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting (Q2273005) (← links)
- Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- Composite Lognormal–Pareto model with random threshold (Q2866284) (← links)
- A review of extreme value threshold estimation and uncertainty quantification (Q2921614) (← links)
- Application of the Kolmogorov–Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index (Q3085304) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- Adaptive Threshold Estimation via Extreme Value Theory (Q4570097) (← links)
- Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (Q4632674) (← links)
- Regression models for time-varying extremes (Q4960542) (← links)
- Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
- Statistical learning theory for fitting multimodal distribution to rainfall data: an application (Q5124935) (← links)
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
- Intensity‐based estimation of extreme loss event probability and value at risk (Q5414534) (← links)
- Extreme value analysis within a parametric outlier detection framework (Q5430347) (← links)
- Estimation of the Pareto and related distributions – A reference-intrinsic approach (Q5875241) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Joint modelling of the body and tail of bivariate data (Q6071704) (← links)
- Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
- Regression models for the full distribution to exceedance data (Q6547177) (← links)
- Estimating precipitation extremes using the log-histospline (Q6626076) (← links)
