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Bayesian Forecasting of Extreme Values in an Exchangeable Sequence
This article develops new theory and methodology for the forecasting of extreme and/or record values in an exchangeable sequence of random variables. The Hill tail index estimator for long-tailed distributions is modified so as to be appropriate for prediction of future variables. Some basic issues...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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[Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology
1994
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345309/ https://www.ncbi.nlm.nih.gov/pubmed/37405281 http://dx.doi.org/10.6028/jres.099.050 |