Data driven estimates for mixtures
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References listed on IDEAS
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- Daniela Castro‐Camilo & Raphaël Huser & Håvard Rue, 2022. "Practical strategies for generalized extreme value‐based regression models for extremes," Environmetrics, John Wiley & Sons, Ltd., vol. 33(6), September.
- MacDonald, A. & Scarrott, C.J. & Lee, D. & Darlow, B. & Reale, M. & Russell, G., 2011. "A flexible extreme value mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2137-2157, June.
- Cristiano Villa, 2017. "Bayesian estimation of the threshold of a generalised pareto distribution for heavy-tailed observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 95-118, March.
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