A parametric model for distributions with flexible behavior in both tails
From MaRDI portal
Publication:6626379
DOI10.1002/env.2658zbMATH Open1545.62946MaRDI QIDQ6626379
Publication date: 28 October 2024
Published in: Environmetrics (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case
- Second order regular variation and conditional tail expectation of multiple risks
- Extended generalised Pareto models for tail estimation
- Multivariate generalized Pareto distributions
- Kernel estimators for the second order parameter in extreme value statistics
- Adaptive estimates of parameters of regular variation
- ``Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter
- A dynamical mixture model for unsupervised tail estimation without threshold selection
- Some statistical issues in climate science
- A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
- The t Copula and Related Copulas
- Model-Based Geostatistics
- Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data
- Should annual maximum temperatures follow a generalized extreme value distribution?
- An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Statistical modeling of spatial extremes
- A Bayesian spatial hierarchical model for extreme precipitation in Great Britain
- Estimating precipitation extremes using the log-histospline
- Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount
Related Items (5)
Modeling short-ranged dependence in block extrema with application to polar temperature data ⋮ Spatial hierarchical modeling of threshold exceedances using rate mixtures ⋮ Quantile based modeling of diurnal temperature range with the five-parameter lambda distribution ⋮ A flexible extended generalized Pareto distribution for tail estimation ⋮ CO\(_2\) emissions and growth: a bivariate bidimensional mean-variance random effects model
This page was built for publication: A parametric model for distributions with flexible behavior in both tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6626379)