Bayesian clustering of multivariate extremes

DOI10.1002/CJS.70040MaRDI QIDQ7253593zbMATH OpenFDO

Authors Sonia Alouini, A. C. Davison

Publication date 27 May 2026

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/CJS.70040

zbMATH Keywords

angular densityBayesian clusteringDirichlet mixtureextreme valuesreversible-jump Markov chain Monte Carlo algorithmStandard \& Poor's index

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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