Výsledky vyhledávání - "Nicolas Attalides"

Cross-Validatory Extreme Value Threshold Selection and Uncertainty with Application to Ocean Storm Severity

Autor: Philip Jonathan, Paul J. Northrop, Nicolas Attalides

Publikováno v: Journal of the Royal Statistical Society Series C: Applied Statistics. 66:93-120

Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are modelled by a generalized Pareto (GP) distribution. Too low a threshold le

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0494d6bd13f0520e8be76206090964f
https://doi.org/10.1111/rssc.12159

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Posterior propriety in Bayesian extreme value analyses using reference priors

Autor: Paul J. Northrop, Nicolas Attalides

Publikováno v: Statistica Sinica.

The Generalized Pareto (GP) and Generalized extreme value (GEV) distributions play an important role in extreme value analyses, as models for threshold excesses and block maxima respectively. For each of these distributions we consider Bayesian infer

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f71ceb09cfe4db25d7c25087e5304c9
https://doi.org/10.5705/ss.2014.034

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