MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions

DOI10.1080/03610918.2019.1653914OpenAlexW2969759215WikidataQ127371525 ScholiaQ127371525MaRDI QIDQ5082826

Fernando Ferraz do Nascimento, W. V. M. e Silva

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1653914

zbMATH Keywords

Rextreme valuespredictive distributionsBayesian modelposterior distributionsMarkov chain Monte Carlo (MCMC)return levels

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

MCMC4Extremes

Uses Software

• R
• copula
• lmom
• RMetrics
• evir
• ismev
• SpatialExtremes
• texmex
• evdbayes
• fExtremes
• copula
• evmix
• extRemes
• eventstudies
• ABCExtremes

Cites Work

• Unnamed Item
• A semiparametric Bayesian approach to extreme value estimation
• A default Bayesian procedure for the generalized Pareto distribution
• Statistical inference using extreme order statistics
• Nonparametric Confidence Regions for L-Moments
• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• Extended generalized extreme value distribution with applications in environmental data
• The gamma-exponentiated exponential distribution

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