Quantifying Uncertainty in Multivariate Quantile Estimation of Hydrometeorological Extremes via Copula: a Comparison between Bootstrapping and Markov Chain Monte Carlo

2021 ◽  
Author(s):  
Pan Yang ◽  
Tze Ling Ng
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Quantile Estimation ◽  
Multivariate Quantile ◽  
Quantifying Uncertainty

scholarly journals Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models

2018 ◽  
Vol 29 (4) ◽  
pp. 631-643 ◽  
Author(s):  
Daniel W. Heck ◽  
Antony M. Overstall ◽  
Quentin F. Gronau ◽  
Eric-Jan Wagenmakers
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Markov Models ◽  
Quantifying Uncertainty

On Markov Chain Monte Carlo Acceleration

1994 ◽  
Author(s):  
Alan E. Gelfand ◽  
Sujit K. Sahu
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo
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