Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
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Cites work
- scientific article; zbMATH DE number 3152042 (Why is no real title available?)
- scientific article; zbMATH DE number 469373 (Why is no real title available?)
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
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- A note on composite likelihood inference and model selection
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- Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
- Bivariate Exponential Distributions
- Bivariate extreme statistics. II
- Composite likelihood estimation for the Brown-Resnick process
- Decompositions of dependence for high-dimensional extremes
- Densities of nested Archimedean copulas
- Dependence modelling for spatial extremes
- Dimension reduction in multivariate extreme value analysis
- Efficiently sampling nested Archimedean copulas
- Exploiting occurrence times in likelihood inference for componentwise maxima
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
- Fisher information for a multivariate extreme value distribution
- Geostatistics of dependent and asymptotically independent extremes
- Geostatistics of extremes
- Inference from iterative simulation using multiple sequences
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
- Likelihood estimators for multivariate extremes
- Likelihood-based inference for max-stable processes
- Limit theory for multivariate sample extremes
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Modelling across extremal dependence classes
- Modelling multivariate extreme value distributions
- Monte Carlo sampling methods using Markov chains and their applications
- Non-parametric Bayesian inference on bivariate extremes
- Nonparametric estimation of the tree structure of a nested Archimedean copula
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- On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
- On the structure and estimation of hierarchical Archimedean copulas
- Properties of hierarchical Archimedean copulas
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Simulating multivariate extreme value distributions of logistic type
- Space–Time Modelling of Extreme Events
- Statistical modeling of spatial extremes
- Statistics for near independence in multivariate extreme values
Cited in
(12)- Modeling spatial tail dependence with Cauchy convolution processes
- Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
- Advances in statistical modeling of spatial extremes
- Spatial wildfire risk modeling using a tree-based multivariate generalized Pareto mixture model
- Practical strategies for generalized extreme value-based regression models for extremes
- Spatial hierarchical modeling of threshold exceedances using rate mixtures
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
- Treed Avalanche Forecasting: Mitigating Avalanche Danger Utilizing Bayesian Additive Regression Trees
- Nonreversible Jump Algorithms for Bayesian Nested Model Selection
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
- Similarity-based clustering for patterns of extreme values
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