Objective Bayesian Prediction of Future Record Statistics Based on the Exponentiated Gumbel Distribution: Comparison with Time-Series Prediction

The interest in the study of record statistics has been increasing in recent years in the context of predicting stock markets and addressing global warming and climate change problems such as cyclones and floods. However, because record values are mostly rare observed, its probability distribution m...

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Veröffentlicht in:	Symmetry (Basel) 2020-09, Vol.12 (9), p.1443
Hauptverfasser:	Kim, Yongku, Seo, Jung In
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Bayesian analysis Cyclones exponentiated gumbel distribution Mathematical models Methods objective Bayesian analysis Parameters Random variables record value Skewed distributions Statistical prediction time series
Online-Zugang:	Volltext
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