A New Point Process Regression Extreme Model Using a Dirichlet Process Mixture of Weibull Distribution
نویسندگان
چکیده
The extreme value theory is widely used in economic and environmental domains, it aims to study the stochastic behaviors associated with rare events. In this context, we consider a new mixture model for extremal events analysis, including Dirichlet process of Weibull (DPMW) distribution below threshold point (PP) upper tail. This developed regression structure PP parameters, which explains variation exceedance through all tail parameters. estimation parameters performed under Bayesian paradigm, applying Markov chains Monte Carlo (MCMC) method. applied both simulation real data demonstrate performance extrapolating
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ژورنال
عنوان ژورنال: Mathematics
سال: 2022
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math10203781