A software review for extreme value analysis
نویسندگان
چکیده
منابع مشابه
Nonparametric Mixture Modeling for Extreme Value Analysis
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Abstract: We develop Bayesian nonparametric modeling and inference methods for the analysis of extremes of stochastic processes. We use a point process approach under which the pairwise observations, comprising the time of excesses and the exceedances over a high threshold, are assumed to arise from a non-homogeneous Poisson process. To understand and capture the behavior of rare events, we pro...
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ژورنال
عنوان ژورنال: Extremes
سال: 2012
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-012-0155-0