Semi-parametric modeling of excesses above high multivariate thresholds with censored data
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Publication:2018601
DOI10.1016/j.jmva.2015.01.014zbMath1308.62105arXiv1412.0838MaRDI QIDQ2018601
Publication date: 24 March 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.0838
multivariate extremes; censored data; data augmentation; MCMC algorithms; semiparametric Bayesian inference
62G07: Density estimation
62H12: Estimation in multivariate analysis
62P12: Applications of statistics to environmental and related topics
62N01: Censored data models
62F15: Bayesian inference
62G32: Statistics of extreme values; tail inference
62N02: Estimation in survival analysis and censored data
Uses Software