Bayesian inference for clustered extremes
L Fawcett, D Walshaw - Extremes, 2008 - Springer
… empirical identification of clusters of extremes (see Section 2.1), whilst also avoiding the somewhat complex and non-trivial modelling issues surrounding simulation-based inference …
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… empirical identification of clusters of extremes (see Section 2.1), whilst also avoiding the somewhat complex and non-trivial modelling issues surrounding simulation-based inference …