A semiparametric Bayesian approach to extreme value estimation

Statistics and Computing

Volumn 22, Issue 2, 2012, Pages 661-675

  do Nascimento, Fernando Ferraz ^a   Gamerman, Dani ^b   Lopes, Hedibert Freitas ^c  

^a FEDERAL UNIVERSITY OF PIAUÍ   (Brazil)

^b FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^c UNIVERSITY OF CHICAGO   (United States)

Author keywords

Bayesian; GPD; Higher quantiles; MCMC; Nonparametric estimation of curves; Threshold estimation

Indexed keywords

EID: 81955161158     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-011-9270-z     Document Type: Article

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