GEV 变化点模型的广义基准推理

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Nonparametric Statistics Pub Date : 2024-08-04 DOI:10.1080/10485252.2024.2387091

Xia Cai, Yaru Qiao, Jiahua Qiao, Liang Yan

引用次数: 0

摘要

广义极值分布 (GEV) 用于分析数据块中的最大值。它对于描述异常事件而非通常事件非常有用。在本文中，我们提出了...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Generalized fiducial inference for the GEV change-point model

Generalized extreme value (GEV) distribution is used to analyse the maximum from a block of data. It is very useful to describe the unusual event rather than the usual event. In this paper, we prop...

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来源期刊

Journal of Nonparametric Statistics 数学-统计学与概率论

CiteScore

1.50

自引率

8.30%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Nonparametric Statistics provides a medium for the publication of research and survey work in nonparametric statistics and related areas. The scope includes, but is not limited to the following topics: Nonparametric modeling, Nonparametric function estimation, Rank and other robust and distribution-free procedures, Resampling methods, Lack-of-fit testing, Multivariate analysis, Inference with high-dimensional data, Dimension reduction and variable selection, Methods for errors in variables, missing, censored, and other incomplete data structures, Inference of stochastic processes, Sample surveys, Time series analysis, Longitudinal and functional data analysis, Nonparametric Bayes methods and decision procedures, Semiparametric models and procedures, Statistical methods for imaging and tomography, Statistical inverse problems, Financial statistics and econometrics, Bioinformatics and comparative genomics, Statistical algorithms and machine learning. Both the theory and applications of nonparametric statistics are covered in the journal. Research applying nonparametric methods to medicine, engineering, technology, science and humanities is welcomed, provided the novelty and quality level are of the highest order. Authors are encouraged to submit supplementary technical arguments, computer code, data analysed in the paper or any additional information for online publication along with the published paper.