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Bayesian analysis of extreme events with threshold estimation
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Monte Carlo Statistical Methods
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Modelling of extremal events in insurance and finance
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Accounting for threshold uncertainty in extreme value estimation
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Statistical methods for multivariate extremes: an application to structural design.
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Data driven estimates for mixtures
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Measuring Risk with Extreme Value Theory
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A Predictive Approach to Tail Probability Estimation
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A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection
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Extreme Value Theory as a Risk Management Tool
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Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments
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Anticipating Catastrophes through Extreme Value Modelling
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Models for Exceedances Over High Thresholds
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Modelling Extreme Multivariate Events
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Modelling Extremes of the Areal Rainfall Process
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Bayesian analysis of extreme events with threshold estimation
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Statistical Inference Using Extreme Order Statistics
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Estimating the Stable Index $\alpha$ in Order to Measure Tail Thickness: A Critique
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Estimating Tails of Probability Distributions
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Inference from Iterative Simulation Using Multiple Sequences
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Simulation Run Length Control in the Presence of an Initial Transient
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Bayesian Methods in Extreme Value Modelling: A Review and New Developments
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Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
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A Bayesian Analysis of Extreme Rainfall Data
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Statistical Methods for Multivariate Extremes: An Application to Structural Design
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Excess Functions and Estimation of the Extreme-Value Index
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Modelling extreme rainfall with Block Maxima and Peak-Over Threshold methods in Rwanda
inferred← citeshttps://doi.org/10.21203/rs.3.rs-2612105/v1openalex-snapshot
Spatial modelling of both extra zeros and extreme values in ecological counts: an example with sardine eggs in Portugal
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Multivariate estimation for operational risk with judicious use of extreme value theory
inferred← citeshttps://doi.org/10.21314/jop.2007.026openalex-snapshot
Operational Risk: The Sting is Still in the Tail but the Poison Depends on the Dose
inferred← citeshttps://doi.org/10.21314/jop.2015.155openalex-snapshot
Bayesian operational risk models
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A bayesian approach for estimating extreme quantiles under a semiparametric mixture model
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Stop-Loss Reinsurance Premium for Environmental Impairment Liability Insurance
inferred← citeshttps://doi.org/10.21667/1995-4565-2018-66-4-1-22-28openalex-snapshot
FALSE ALARM LEVEL STABILISATION WHILE DETECTING AN OBJECT IN THE BACKGROUND OF NON-GAUSSIAN NOISE
inferred← citeshttps://doi.org/10.24940/ijird/2023/v12/i2/feb23013openalex-snapshot
A Statistical Method for the Prediction of the Bear and Bull Stock Markets Based on the Zeroes of Riemann’s Zeta Function
inferred← citeshttps://doi.org/10.26021/7245openalex-snapshot
Extreme Value Mixture Modelling with Simulation Study and Applications in Finance and Insurance
inferred← citeshttps://doi.org/10.29007/jkztopenalex-snapshot
Environmental extreme events detection: A survey
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extrememix: Bayesian Estimation of Extreme Value Mixture Models
inferred← citeshttps://doi.org/10.3389/frwa.2021.694817openalex-snapshot
Effects of Urban Development Patterns on Municipal Water Shortage
inferred← citeshttps://doi.org/10.3390/axioms13020077openalex-snapshot
Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors
inferred← citeshttps://doi.org/10.3390/e24020178openalex-snapshot
Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution
inferred← citeshttps://doi.org/10.3390/economies9010013openalex-snapshot
Applying Quantum Mechanics for Extreme Value Prediction of VaR and ES in the ASEAN Stock Exchange
inferred← citeshttps://doi.org/10.3390/jmse12030519openalex-snapshot
Investigating the Joint Probability of High Coastal Sea Level and High Precipitation
inferred← citeshttps://doi.org/10.3390/jmse12050742openalex-snapshot
A Study of Adaptive Threshold Based on the Reconstruction Model for Marine Systems and Their Equipment Failure Warning
inferred← citeshttps://doi.org/10.3390/math10122112openalex-snapshot
Autocorrelation Ratio as a Measure of Inertia for the Classification of Extreme Events
inferred← citeshttps://doi.org/10.3390/math10203781openalex-snapshot
A New Point Process Regression Extreme Model Using a Dirichlet Process Mixture of Weibull Distribution
inferred← citeshttps://doi.org/10.3390/math13122003openalex-snapshot
A Semi-Parametric KDE-GPD Model for Earthquake Magnitude Analysis
inferred← citeshttps://doi.org/10.3390/w11050885openalex-snapshot
Simulating Marginal and Dependence Behaviour of Water Demand Processes at Any Fine Time Scale
inferred← citeshttps://doi.org/10.3390/w12061522openalex-snapshot
A Probabilistic Approach for Characterization of Sub-Annual Socioeconomic Drought Intensity-Duration-Frequency (IDF) Relationships in a Changing Environment
inferred← citeshttps://doi.org/10.3390/w15162935openalex-snapshot
Spatially Consistent Drought Hazard Modeling Approach Applied to West Africa
inferred← citeshttps://doi.org/10.35940/ijbsac.f0482.029623openalex-snapshot
A Statistic Method for the Prediction of the Succession of Bear and Bull Stock Market
inferred← citeshttps://doi.org/10.3844/jmssp.2013.357.366openalex-snapshot
IDENTIFICATION AND CHARACTERIZATION OF EXTREME RAINFALLS DISTRIBUTION IN MALANG RESIDENCE
inferred← citeshttps://doi.org/10.3934/math.2024032openalex-snapshot
Statistical characteristics of earthquake magnitude based on the composite model
inferred← citeshttps://doi.org/10.4018/ijirr.2012100102openalex-snapshot
Information Retrieval from Unstructured Web Text Document Based on Automatic Learning of the Threshold
inferred← citeshttps://doi.org/10.4018/ijitwe.2013070103openalex-snapshot
Estimation of a Priori Decision Threshold for Collocations Extraction
inferred← citeshttps://doi.org/10.48550/arxiv.1304.0596openalex-snapshot
A Semiparametric Bayesian Extreme Value Model Using a Dirichlet Process Mixture of Gamma Densities
inferred← citeshttps://doi.org/10.48550/arxiv.1707.00877openalex-snapshot
A semiparametric approach for bivariate extreme exceedances
inferred← citeshttps://doi.org/10.48550/arxiv.1812.11699openalex-snapshot
A semiparametric spatiotemporal Bayesian model for the bulk and extremes of the Fosberg Fire Weather Index
inferred← citeshttps://doi.org/10.48550/arxiv.1911.10117openalex-snapshot
Calibration of the Pareto and related distributions -a reference-intrinsic approach
inferred← citeshttps://doi.org/10.48550/arxiv.2003.01168openalex-snapshot
Long-term Spatial Modeling for Characteristics of Extreme Heat Events
inferred← citeshttps://doi.org/10.48550/arxiv.2011.06693openalex-snapshot
The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold
inferred← citeshttps://doi.org/10.51387/23-nejsds39openalex-snapshot
Comparison Between Bayesian and Frequentist Tail Probability Estimates
inferred← citeshttps://doi.org/10.51387/26-nejsds101openalex-snapshot
Extreme Value Modeling with Generalized Pareto Distributions for Rounded Data
inferred← citeshttps://doi.org/10.5194/nhess-13-737-2013openalex-snapshot
Estimation of insurance premiums for coverage against natural disaster risk: an application of Bayesian Inference
inferred← citeshttps://doi.org/10.5194/nhess-25-4545-2025openalex-snapshot
Automated tail-informed threshold selection for extreme coastal sea levels
inferred← citeshttps://doi.org/10.5705/ss.202018.0420openalex-snapshot
A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
inferred← citeshttps://doi.org/10.5772/intechopen.94578openalex-snapshot
On Modelling Extreme Damages from Natural Disasters in Kenya
inferred← citeshttps://doi.org/10.5902/2179460x69926openalex-snapshot
Abordagem clássica e Bayesiana na previsão da precipitação máxima no município de São João da Boa Vista-SP
inferred← citeshttps://doi.org/10.6084/m9.figshare.12430334.v1openalex-snapshot
Bayesian spatial clustering of extremal behaviour for hydrological variables
inferred← citeshttps://doi.org/10.70675/38d86f37z4f70z4760za1e8zea76097f42a4openalex-snapshot
Enhancing Precipitation Hazard Estimation through Intensity-Duration-Area-Frequency (IDAF) Relationships. Application to a Topographically Complex Area
inferred← citeshttps://doi.org/10.70675/bc65bbe9z586cz4cbazb9c3zf7d04ff10bddopenalex-snapshot
Statistical models for the optimization of energy consumption in cyber-physical systems
inferred← citeshttps://doi.org/10.70675/fd310cc7zf2e0z40daz843dze8e22d8f34d8openalex-snapshot
Modèle de mélange et modèles linéaires généralisés, application aux données de co-infection (arbovirus & paludisme)
inferred← citeshttps://doi.org/10.7465/jkdi.2013.24.1.171openalex-snapshot
Noninformative priors for the shape parameter in the generalized Pareto distribution
inferred← citeshttps://doi.org/10.7465/jkdi.2013.24.6.1521openalex-snapshot
Noninformative priors for the scale parameter in the generalized Pareto distribution
inferred← citeshttps://doi.org/10.7763/ijesd.2012.v3.227openalex-snapshot
The Annual Maximum Wind Speed at Pisa Airport in Italy
inferred← citeshttps://doi.org/10.9734/jsrr/2014/10087openalex-snapshot
Characteristic and Moment Generating Functions of Generalised Pareto (GP3) and Weibull Distributions
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