Polynomial power-Pareto quantile function models

DOI10.1007/S10687-009-0089-3zbMath1226.62014OpenAlexW2143074281MaRDI QIDQ650733

Yuzhi Cai

Publication date: 27 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-009-0089-3

zbMATH Keywords

simulationsBayesian methodsquantile functionspower-Pareto distributionspeed and stopping distance datawave and surge data

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

Related Items (3)

RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES ⋮ A Quantile Survival Model for Censored Data ⋮ A General Quantile Function Model for Economic and Financial Time Series

Uses Software

• ismev

Cites Work

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• Optimal scaling for various Metropolis-Hastings algorithms.
• Quantile self-exciting threshold autoregressive time series models
• Unit Root Quantile Autoregression Inference
• Quantile Autoregression
• An introduction to statistical modeling of extreme values
• Bayesian quantile regression

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