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Browsing Open Research by Author "Fan, Y"

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    • Bayesian threshold selection for extremal models using measures of surprise 

      Lee, J; Fan, Y; Sisson, S (Cornell University Library, 2013)
      Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high ...

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