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Bayesian approach to extreme-value statistics based on conditional maximum-entropy method

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dc.contributor.author Abe S.
dc.date.accessioned 2019-01-22T20:47:40Z
dc.date.available 2019-01-22T20:47:40Z
dc.date.issued 2018
dc.identifier.issn 1742-6588
dc.identifier.uri https://dspace.kpfu.ru/xmlui/handle/net/148810
dc.description.abstract © Published under licence by IOP Publishing Ltd. Recently, the conditional maximum-entropy method (abbreviated as C-MaxEnt) has been proposed for selecting priors in Bayesian statistics in a very simple way. Here, it is examined for extreme-value statistics. For the Weibull type as an explicit example, it is shown how C-MaxEnt can give rise to a prior satisfying Jeffreys' rule.
dc.relation.ispartofseries Journal of Physics: Conference Series
dc.title Bayesian approach to extreme-value statistics based on conditional maximum-entropy method
dc.type Conference Paper
dc.relation.ispartofseries-issue 1
dc.relation.ispartofseries-volume 1113
dc.collection Публикации сотрудников КФУ
dc.source.id SCOPUS17426588-2018-1113-1-SID85059431466


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  • Публикации сотрудников КФУ Scopus [24551]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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