Bayesian inference for nonstationary marginal extremes
نویسندگان
چکیده
منابع مشابه
A Poisson process reparameterisation for Bayesian inference for extremes
Abstract A common approach to modelling extreme values is to consider the excesses above a high threshold as realisations of a non-homogeneous Poisson process. While this method offers the advantage of modelling using threshold-invariant extreme value parameters, the dependence between these parameters makes estimation more difficult. We present a novel approach for Bayesian estimation of the P...
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ژورنال
عنوان ژورنال: Environmetrics
سال: 2016
ISSN: 1180-4009
DOI: 10.1002/env.2403