A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities
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Publication:5130144
DOI10.1080/02664763.2014.947357OpenAlexW2952196728MaRDI QIDQ5130144
Publication date: 4 November 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.0596
Related Items (3)
Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations ⋮ On posterior consistency of tail index for Bayesian kernel mixture models ⋮ Semiparametric bivariate modelling with flexible extremal dependence
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