Browsing by Title "Bayesian analysis of extreme events with threshold estimation"

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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 ...