Bayesian threshold selection for extremal models using measures of surprise
type: Item
instance of: scholarly article
title: Bayesian threshold selection for extremal models using measures of surprise
author: Y. Aharonov
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1311.2994
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 6984156
zbMATH Keywords: Bayesian inference
zbMATH Keywords: extremes
zbMATH Keywords: generalised Pareto distribution
zbMATH Keywords: posterior predictive \(p\)-value
zbMATH Keywords: spectral density function
zbMATH Keywords: surprise
zbMATH Keywords: threshold selection
describes a project that uses: ismev
MaRDI profile type: Publication
OpenAlex ID: W2154993566
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DOI: 10.1016/J.CSDA.2014.12.004
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