Bayesian hierarchical non-stationary hybrid modeling for threshold estimation in peak over threshold approach
Quansheng Yue, Yanyong Guo, Tarek Sayed, Lai Zheng, Hao Lyu, Pan Liu
Topics & Concepts
Bayesian probabilityQuantileThreshold modelComputer scienceReliability (semiconductor)CrashThreshold limit valueCovariateStatisticsHierarchical database modelData miningBayes estimatorEstimation theoryExtreme value theoryEconometricsEstimationPrior probabilityBayesian information criterionBayesian hierarchical modelingRegressionPoison controlQuantile regressionRegression analysisBayesian inferenceMathematicsAlgorithmBayesian linear regressionMonte Carlo methodModel selectionGraphical modelSelection (genetic algorithm)Statistical modelProbability distributionCoverage probabilityTarget Tracking and Data Fusion in Sensor NetworksFault Detection and Control SystemsStatistical Methods and Inference