A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution

DOI10.1007/s00477-009-0362-7zbMath1416.62281OpenAlexW1980366645MaRDI QIDQ2002033

Seonkyoo Yoon, Chul Eung Kim, Jun-Haeng Heo, Woncheol Cho

Publication date: 11 July 2019

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-009-0362-7

zbMATH Keywords

Bayesian analysisgeneralized maximum likelihood estimatorbeta distributionGEV distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Long-term time-dependent stochastic modelling of extreme waves

Uses Software

• AS 215
• BayesDA
• ismev

Cites Work

• Unnamed Item
• A regional Bayesian POT model for flood frequency analysis
• Likelihood-based inference for extreme value model
• Bayesian inference for extremes: accounting for the three extremal types
• A simulation-based hyperparameter selection for quantile estimation of the generalized extreme value distribution
• Anticipating Catastrophes through Extreme Value Modelling
• Statistics of Extremes
• Modelling Extreme Wind Speeds in Regions Prone to Hurricanes
• An introduction to statistical modeling of extreme values

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