A Poisson process reparameterisation for Bayesian inference for extremes

DOI10.1007/s10687-016-0280-2zbMath1373.60091arXiv1605.03508OpenAlexW2385807390WikidataQ59614310 ScholiaQ59614310MaRDI QIDQ1675703

Paul Sharkey, Jonathan A. Tawn

Publication date: 2 November 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03508

zbMATH Keywords

extreme value theoryBayesian inferencePoisson processescovariate modellingreparameterisation

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Uses Software

• ismev

Cites Work

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