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

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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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Bibliographic Details
Main Author:	Rostami, Mohammad
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Bayesian statistical decision theory Algorithms
Online Access:	http://psasir.upm.edu.my/id/eprint/69793/ http://psasir.upm.edu.my/id/eprint/69793/1/IPM%202016%2010%20-%20IR.pdf

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