Regression models for the full distribution to exceedance data. (English) Zbl 07856530
MSC:
62-XX
Found 84 Documents (Results 1–84)
Reparameterization of extreme value framework for improved Bayesian workflow. (English) Zbl 07737941
MSC:
62-08
Estimation of the Pareto and related distributions – a reference-intrinsic approach. (English) Zbl 07649626
MSC:
62-XX
Detecting renewal states in chains of variable length via intrinsic Bayes factors. (English) Zbl 1502.62015
The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program. (English) Zbl 07595684
An extreme value Bayesian Lasso for the conditional left and right tails. (English) Zbl 07570501
MSC:
62P12
MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions. (English) Zbl 1524.62002
Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the \(r\)-larger order statistics distribution. (English) Zbl 07498007
MSC:
62-XX
Noninformative priors for the ratio of variabilities in a bivariate normal population. (English) Zbl 1485.62030
MSC:
62F15
Regression models to dependence for exceedance. (English) Zbl 1521.62298
MSC:
62-XX
Bayesian indirect inference for models with intractable normalizing functions. (English) Zbl 07480658
A change-point approach for the identification of financial extreme regimes. (English) Zbl 1483.91222
A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting. (English) Zbl 1476.62241
Outlier detection and quasi-periodicity optimization algorithm: frequency domain based outlier detection (FOD). (English) Zbl 1487.62111
MSC:
62M15
Objective Bayesian analysis using modified profile likelihood for the ratio of two log-normal means. (English) Zbl 1485.62029
Second-order matching prior family parametrized by sample size and matching probability. (English) Zbl 1452.62201
Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions. (English) Zbl 1510.62347
A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions. (English) Zbl 1435.62094
A matching prior for the product of normal means based on the modified profile likelihood. (English) Zbl 07551058
Shapiro-Wilk test for skew normal distributions based on data transformations. (English) Zbl 07193895
Optimality of training/test size and resampling effectiveness in cross-validation. (English) Zbl 1421.62065
Estimation and prediction for power Lindley distribution under progressively type II right censored samples. (English) Zbl 1540.62135
Objective Bayesian analysis of counting experiments with correlated sources of background. (English) Zbl 1516.62186
MSC:
62-XX
Regression models for time-varying extremes. (English) Zbl 07192550
MSC:
62-XX
Natural (non-)informative priors for skew-symmetric distributions. (English) Zbl 1407.62055
Reviewer: Rózsa Horváth-Bokor (Budakalász)
Inference for the two-parameter bathtub-shaped distribution based on record data. (English) Zbl 06860393
Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations. (English) Zbl 1422.62111
Bayesian modeling of university first-year students’ grades after placement test. (English) Zbl 1516.62181
MSC:
62-XX
Bayesian additive machine: classification with a semiparametric discriminant function. (English) Zbl 1510.62047
Bayesian estimation of the tail index of a heavy tailed distribution under random censoring. (English) Zbl 1466.62019
MSC:
62-08
Pseudo-likelihoods for Bayesian inference. (English) Zbl 1357.62030
Di Battista, Tonio (ed.) et al., Topics on methodological and applied statistical inference. Selected papers based on the presentations at the 47th scientific meeting of the Italian Statistical Society, SIS, Cagliari, Italy, June 2014. Cham: Springer (ISBN 978-3-319-44092-7/hbk; 978-3-319-44093-4/ebook). Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies, 205-220 (2016).
A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities. (English) Zbl 1514.62574
MSC:
62-XX
Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters. (English) Zbl 1457.62015
Bayesian threshold selection for extremal models using measures of surprise. (English) Zbl 1507.62098
Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework. (English) Zbl 1335.62041
Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors. (English) Zbl 1382.62009
Integrated likelihoods in models with stratum nuisance parameters. (English) Zbl 1327.62304
MSC:
62G20
Approximate Bayesian computation with modified log-likelihood ratios. (English) Zbl 1316.62043
MSC:
62F15
A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models. (English) Zbl 1316.62038
MSC:
62F15
Nonparametric tests for comparing several coefficients of variation. (English) Zbl 1311.62065
Reviewer: Joseph Melamed (Los Angeles)
A multiple group item response theory model with centered skew-normal latent trait distributions under a Bayesian framework. (English) Zbl 1514.62845
MSC:
62-XX
Objective Bayesian higher-order asymptotics in models with nuisance parameters. (English) Zbl 1365.62101
A parametric bootstrap approach for the equality of coefficients of variation. (English) Zbl 1306.65072
MSC:
62-08
Default priors based on pseudo-likelihoods for the Poisson-GPD model. (English) Zbl 1300.62034
Torelli, Nicola (ed.) et al., Advances in theoretical and applied statistics. Selected papers based on the presentations at the 45th meeting of the Italian Statistical Society (SIS), Padua, Italy, June 16–18, 2010. Berlin: Springer (ISBN 978-3-642-35587-5/hbk; 978-3-642-35588-2/ebook). Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies, 3-12 (2013).
A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model. (English. French summary) Zbl 1273.62244
On interval and point estimators based on a penalization of the modified profile likelihood. (English) Zbl 1456.62037
Estimating the population coefficient of variation by confidence intervals. (English) Zbl 1271.62050
An improvement of the nonparametric bootstrap test for the comparison of the coefficient of variations. (English) Zbl 1205.62049
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