A default bayesian approach for regression on extremes

Statistical Modelling

Volumn 11, Issue 6, 2011, Pages 557-580

  Cabras, Stefano ^a   Castellanos, María Eugenia ^b   Gamerman, Dani ^c  

^a UNIVERSITY OF CAGLIARI   (Italy)

^b UNIVERSIDAD REY JUAN CARLOS   (Spain)

^c FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

extreme values; Jeffreys' prior; K year return level; non homogenous Poisson GPD; Peaks Over the Threshold

Indexed keywords

EID: 81955166482     PISSN: 1471082X     EISSN: 14770342     Source Type: Journal    
DOI: 10.1177/1471082X1001100606     Document Type: Article

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