Bayesian threshold selection for extremal models using measures of surprise
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold. However, in practice a suitable threshold is unknown and must be de...
| Main Authors: | , , |
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| Format: | Others |
| Published: |
Cornell University Library,
2014-12-10T23:21:23Z.
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| Subjects: | |
| Online Access: | Get fulltext |