A New Point Process Regression Extreme Model Using a Dirichlet Process Mixture of Weibull Distribution

A New Point Process Regression Extreme Model Using a Dirichlet Process Mixture of Weibull Distribution

The extreme value theory is widely used in economic and environmental domains, it aims to study the stochastic extreme behaviors associated with rare events. In this context, we consider a new mixture model for extremal events analysis, including a Dirichlet process mixture of Weibull (DPMW) distrib...

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Bibliographic Details
Main Authors: Yingjie Wang, Xinsheng Liu
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Mathematics
Subjects:
extreme value
mixture model
Dirichlet process mixture
regression structure
Bayesian inference
Online Access:https://www.mdpi.com/2227-7390/10/20/3781

Internet

https://www.mdpi.com/2227-7390/10/20/3781

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