Slice sampler and metropolis hastings approaches for bayesian analysis of extreme data

Modelling the tails of distributions is important in many areas of research where the risk of unusually small or large events are of interest. In this research, application of extreme value theory within a Bayesian framework using the Metropolis Hastings algorithm and the slice sampler algorithm...

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主要作者: Rostami, Mohammad
格式: Thesis
語言:English
出版: 2016
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在線閱讀:http://psasir.upm.edu.my/id/eprint/69793/1/IPM%202016%2010%20-%20IR.pdf
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