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A Bayesian semi-parametric approach to extreme regime identification - MaRDI portal

A Bayesian semi-parametric approach to extreme regime identification (Q509588)

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scientific article; zbMATH DE number 6686408
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A Bayesian semi-parametric approach to extreme regime identification
scientific article; zbMATH DE number 6686408

    Statements

    A Bayesian semi-parametric approach to extreme regime identification (English)
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    17 February 2017
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    extreme value theory
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    GPD distribution
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    environmental data
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    MCMC
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    Bayesian inference
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    generalized Pareto distribution (GPD)
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    mixture of Gammas distributions
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