Bayesian inference for the extremal dependence (Q73753)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for the extremal dependence |
scientific article |
Statements
10
0 references
2
0 references
1 January 2016
0 references
11 January 2017
0 references
Bayesian inference for the extremal dependence (English)
0 references
generalised extreme value distribution
0 references
extremal dependence
0 references
angular measure
0 references
max-stable distribution
0 references
Bernstein polynomials
0 references
Bayesian nonparametrics
0 references
trans-dimensional MCMC
0 references
exchange rates
0 references
