Regression models to dependence for exceedance

DOI10.1080/02664763.2020.1795088OpenAlexW3043296025MaRDI QIDQ5861152

Andreson Almeida Azevedo, Valmária Rocha da Silva Ferraz, Fernando Ferraz do Nascimento

Publication date: 4 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1795088

zbMATH Keywords

BayesianMCMCextremesGPD distributionriver dependence

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Applications of statistics (62Pxx)

Uses Software

• ismev

Cites Work

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• A semiparametric Bayesian approach to extreme value estimation
• Statistical inference using extreme order statistics
• Inference from iterative simulation using multiple sequences
• Assessing conditional extremal risk of flooding in Puerto Rico
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• Bayesian analysis of extreme events with threshold estimation
• Bayesian Measures of Model Complexity and Fit
• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• Regression models for time-varying extremes
• A default Bayesian approach for regression on extremes
• An introduction to statistical modeling of extreme values

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