Bayesian threshold selection for extremal models using measures of surprise (Q1623822)
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scientific article; zbMATH DE number 6984156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian threshold selection for extremal models using measures of surprise |
scientific article; zbMATH DE number 6984156 |
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Bayesian threshold selection for extremal models using measures of surprise (English)
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23 November 2018
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Bayesian inference
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extremes
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generalised Pareto distribution
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posterior predictive \(p\)-value
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spectral density function
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surprise
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threshold selection
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0.89371663
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0.8729802
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0.8667457
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0.8640245
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