Bayesian quantiles of extremes

DOI10.1080/15598608.2012.698206zbMath1425.62064OpenAlexW2028007182MaRDI QIDQ2320789

Chris P. Tsokos, Branko Miladinovic

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2012.698206

zbMATH Keywords

quantilesextreme value distributionBayesian inferencenoninformative priorLindley procedureGumbel quantile function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)

Cites Work

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• Quantile probability and statistical data modeling
• On the Choice of Plotting Positions on Probability Paper
• Quantiles, Conditional Quantiles, Confidence Quantiles for p, Logodds(p)
• Nonparametric Statistical Data Modeling
• Bayesian Estimation, Prediction and Characterization for the Gumbel Model Based on Records