Browsing by Author "Gamerman, Dani"

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    • Bayesian analysis of extreme events with threshold estimation 

      Lopes, Hedibert Freitas; Assunção, Cibele Noronha Behrens; Gamerman, Dani
      2004-08-20
      The aim of this paper is to analyze extremal events using Generalized Pareto Distributions (GPD), considering explicitly the uncertainty about the threshold. Current practice empirically determines this quantity and proceeds ...

    • Modelos dinâmicos e simulação estocástica 

      Gamerman, Dani
      1996-09-05
      This paper presents new methodology for making Bayesian inference about dy~ o!s for exponential famiIy observations. The approach is simulation-based _~t> use of ~vlarkov chain Monte Carlo techniques. A yletropolis-Hastings ...