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...

Descripción completa

Detalles Bibliográficos
Autor principal: Hill, Bruce M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994
Materias:
Article
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

Ejemplares similares

Ejemplares similares