Matches in SemOpenAlex for { <https://semopenalex.org/work/W2561567325> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W2561567325 abstract "The limiting tail behaviour of distributions is known to follow one of three possible limiting distributions, depending on the domain of attraction of the observational model under suitable regularity conditions. This work proposes a new approach for identification and analysis of the shape parameter of the GPD as a mixture distribution over the three possible regimes. This estimation is based on evaluation of posterior probabilities for each regime. The model-based approach uses a mixture at the observational level where a Generalized Pareto distribution (GPD) is assumed above the threshold, and mixture of Gammas distributions is used under a threshold. The threshold is also estimated. Simulation exercises were conducted to evaluate the accuracy of the model for various parameter settings and sample sizes, specifically in the estimation of high quantiles. They show an improved performance over existing approaches. The paper also compares inferences based on Bayesian regime choice against Bayesian averaging over the regimes. Results of environmental applications show the correctly identifying the GPD regime plays a vital role in these studies." @default.
- W2561567325 created "2017-01-06" @default.
- W2561567325 creator A5001383921 @default.
- W2561567325 creator A5080916901 @default.
- W2561567325 creator A5088622667 @default.
- W2561567325 date "2016-11-01" @default.
- W2561567325 modified "2023-09-28" @default.
- W2561567325 title "A Bayesian semi-parametric approach to extreme regime identification" @default.
- W2561567325 cites W1488022545 @default.
- W2561567325 cites W1498464051 @default.
- W2561567325 cites W1528068698 @default.
- W2561567325 cites W1987420966 @default.
- W2561567325 cites W2022602914 @default.
- W2561567325 cites W2026628102 @default.
- W2561567325 cites W2027445478 @default.
- W2561567325 cites W2036983007 @default.
- W2561567325 cites W2043549322 @default.
- W2561567325 cites W2046306941 @default.
- W2561567325 cites W2047978125 @default.
- W2561567325 cites W2049882758 @default.
- W2561567325 cites W2065916150 @default.
- W2561567325 cites W2096830733 @default.
- W2561567325 cites W2097954730 @default.
- W2561567325 cites W2112160211 @default.
- W2561567325 cites W2129531883 @default.
- W2561567325 cites W2139224138 @default.
- W2561567325 cites W2156682754 @default.
- W2561567325 cites W2161490187 @default.
- W2561567325 cites W2168175751 @default.
- W2561567325 cites W46851279 @default.
- W2561567325 doi "https://doi.org/10.1214/15-bjps293" @default.
- W2561567325 hasPublicationYear "2016" @default.
- W2561567325 type Work @default.
- W2561567325 sameAs 2561567325 @default.
- W2561567325 citedByCount "0" @default.
- W2561567325 crossrefType "journal-article" @default.
- W2561567325 hasAuthorship W2561567325A5001383921 @default.
- W2561567325 hasAuthorship W2561567325A5080916901 @default.
- W2561567325 hasAuthorship W2561567325A5088622667 @default.
- W2561567325 hasBestOaLocation W25615673251 @default.
- W2561567325 hasConcept C105795698 @default.
- W2561567325 hasConcept C107673813 @default.
- W2561567325 hasConcept C117251300 @default.
- W2561567325 hasConcept C118671147 @default.
- W2561567325 hasConcept C133514767 @default.
- W2561567325 hasConcept C147581598 @default.
- W2561567325 hasConcept C149782125 @default.
- W2561567325 hasConcept C28826006 @default.
- W2561567325 hasConcept C33923547 @default.
- W2561567325 hasConceptScore W2561567325C105795698 @default.
- W2561567325 hasConceptScore W2561567325C107673813 @default.
- W2561567325 hasConceptScore W2561567325C117251300 @default.
- W2561567325 hasConceptScore W2561567325C118671147 @default.
- W2561567325 hasConceptScore W2561567325C133514767 @default.
- W2561567325 hasConceptScore W2561567325C147581598 @default.
- W2561567325 hasConceptScore W2561567325C149782125 @default.
- W2561567325 hasConceptScore W2561567325C28826006 @default.
- W2561567325 hasConceptScore W2561567325C33923547 @default.
- W2561567325 hasLocation W25615673251 @default.
- W2561567325 hasLocation W25615673252 @default.
- W2561567325 hasOpenAccess W2561567325 @default.
- W2561567325 hasPrimaryLocation W25615673251 @default.
- W2561567325 hasRelatedWork W1542382112 @default.
- W2561567325 hasRelatedWork W1788616518 @default.
- W2561567325 hasRelatedWork W1964226618 @default.
- W2561567325 hasRelatedWork W2109690032 @default.
- W2561567325 hasRelatedWork W2165198465 @default.
- W2561567325 hasRelatedWork W2266855147 @default.
- W2561567325 hasRelatedWork W2385807390 @default.
- W2561567325 hasRelatedWork W2464713230 @default.
- W2561567325 hasRelatedWork W2757830207 @default.
- W2561567325 hasRelatedWork W2770729853 @default.
- W2561567325 hasRelatedWork W2787724274 @default.
- W2561567325 hasRelatedWork W2952030713 @default.
- W2561567325 hasRelatedWork W2953402859 @default.
- W2561567325 hasRelatedWork W3017273618 @default.
- W2561567325 hasRelatedWork W3094352101 @default.
- W2561567325 hasRelatedWork W3125077199 @default.
- W2561567325 hasRelatedWork W3162094825 @default.
- W2561567325 hasRelatedWork W599376124 @default.
- W2561567325 hasRelatedWork W644971327 @default.
- W2561567325 hasRelatedWork W776430525 @default.
- W2561567325 isParatext "false" @default.
- W2561567325 isRetracted "false" @default.
- W2561567325 magId "2561567325" @default.
- W2561567325 workType "article" @default.