24 citations · 59 across the 13 of their papers we have counts for
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stat.ME2017
Bayesian prior elicitation and selection for extreme values
Nicolas Bousquet, Merlin Keller
A major issue of extreme value analysis is the determination of the shape parameter common to Generalized Extreme Value (GEV) and Generalized Pareto (GP) distributions, which d…
stat.ME2017★ 3 cited
Bayesian model averaging via mixture model estimation
Merlin Keller, Kaniav Kamary
A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the…