Baseline Methods for Bayesian Inference in Gumbel Distribution
Usual estimation methods for the parameters of extreme value distributions only employ a small part of the observation values. When block maxima values are considered, many data are discarded, and therefore a lot of information is wasted. We develop a model to seize the whole data available in an ex...
Main Authors: | Jacinto Martín, María Isabel Parra, Mario Martínez Pizarro, Eva L. Sanjuán |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-11-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/22/11/1267 |
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