dc.creatorde Bernardini, DF
dc.creatorRifo, LLR
dc.date2011
dc.date2014-07-30T17:37:16Z
dc.date2015-11-26T16:59:21Z
dc.date2014-07-30T17:37:16Z
dc.date2015-11-26T16:59:21Z
dc.date.accessioned2018-03-28T23:47:01Z
dc.date.available2018-03-28T23:47:01Z
dc.identifierJournal Of Applied Statistics. Taylor & Francis Ltd, v. 38, n. 4, n. 851, n. 863, 2011.
dc.identifier0266-4763
dc.identifier1360-0532
dc.identifierWOS:000287020600015
dc.identifier10.1080/02664761003692340
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/67247
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/67247
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1278167
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionA new Bayesian measure of evidence is used for model choice within the generalized extreme value family of distributions, given an absolutely continuous posterior distribution on the related parametric space. This criterion allows quantitative measurement of evidence of any sharp hypothesis, with no need of a prior distribution assignment to it. We apply this methodology to the testing of the precise hypothesis given by the Gumbel model using real data. Performance is compared with usual evidence measures, such as Bayes factor, Bayesian information criterion, deviance information criterion and descriptive level for deviance statistic.
dc.description38
dc.description4
dc.description851
dc.description863
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.languageen
dc.publisherTaylor & Francis Ltd
dc.publisherAbingdon
dc.publisherInglaterra
dc.relationJournal Of Applied Statistics
dc.relationJ. Appl. Stat.
dc.rightsfechado
dc.rightshttp://journalauthors.tandf.co.uk/permissions/reusingOwnWork.asp
dc.sourceWeb of Science
dc.subjectBayesian inference
dc.subjectcredible intervals
dc.subjectextremal-type distribution
dc.subjectfull Bayesian significance test
dc.subjectpredictive return level
dc.titleFull Bayesian significance test for extremal distributions
dc.typeArtículos de revistas


Este ítem pertenece a la siguiente institución