A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1002/cjs.5550360304 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2069880942 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-parametric estimators of multivariate extreme dependence functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonparametric estimation procedure for bivariate extreme value copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to statistical modeling of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Monotone and Convex Spline Interpolation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4827954 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution and dependence-function estimation for bivariate extreme-value distributions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotone and Convex Spline Interpolation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3667778 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate extreme value theory: Models and estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error Analysis for Convex Separable Programs: The Piecewise Linear Approximation and The Bounds on The Optimal Objective Value / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intrinsic estimation of the dependence structure for bivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the dependence function for a multivariate extreme value distribution / rank
 
Normal rank

Latest revision as of 00:02, 29 June 2024

scientific article; zbMATH DE number 5492644
Language Label Description Also known as
English
A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
scientific article; zbMATH DE number 5492644

    Statements

    A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (English)
    0 references
    0 references
    0 references
    15 January 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    convex Hermite interpolation
    0 references
    copula
    0 references
    dependence function
    0 references
    Markov chain Monte Carlo
    0 references
    Metropolis-Hastings algorithm
    0 references
    prediction
    0 references
    reversible jump
    0 references
    0 references