Fúquene Patiño, Jairo Alberto A semi-parametric Bayesian extreme value model using a Dirichlet process mixture of gamma densities. (English) Zbl 1514.62574 J. Appl. Stat. 42, No. 2, 267-280 (2015). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lee, J.; Fan, Y.; Sisson, S. A. Bayesian threshold selection for extremal models using measures of surprise. (English) Zbl 1507.62098 Comput. Stat. Data Anal. 85, 84-99 (2015). MSC: 62-08 62F15 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kaiser, Olga; Igdalov, Dimitri; Horenko, Illia Statistical regression analysis of threshold excesses with systematically missing covariates. (English) Zbl 1317.62072 Multiscale Model. Simul. 13, No. 2, 594-613 (2015). MSC: 62M10 62G08 62G32 62P12 × Cite Format Result Cite Review PDF Full Text: DOI