Bayesian inference for clustered extremes

DOI10.1007/s10687-007-0054-yzbMath1157.62028OpenAlexW2058028217MaRDI QIDQ1003325

Lee Fawcett, David Walshaw

Publication date: 28 February 2009

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-007-0054-y

zbMATH Keywords

extremal indexstationary time seriesMetropolis-Hastings samplermean cluster size

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

Uses Software

• ismev

Cites Work

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