Bayesian model averaging 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 4215168 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (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)
- A Mixture Model for Multivariate Extremes
- A construction principle for multivariate extreme value distributions
- A new class of models for bivariate joint tails
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
- Asymptotic Statistics
- Bayes Factors
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Extreme value theory. An introduction.
- Heavy-Tail Phenomena
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
- Misspecification in infinite-dimensional Bayesian statistics
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Modelling multivariate extreme value distributions
- Non-parametric Bayesian inference on bivariate extremes
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Nonparametric estimation of the spectral measure of an extreme value distribution.
- Simulating multivariate extreme value distributions of logistic type
- Statistics for near independence in multivariate extreme values
- Statistics of Extremes
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The Bayesian Choice
- The pairwise beta distribution: A flexible parametric multivariate model for extremes
Cited in
(14)- The pairwise beta distribution: A flexible parametric multivariate model for extremes
- A modeler's guide to extreme value software
- Sparse regular variation
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- BMAmevt
- Bayesian analysis of extreme values by mixture modelling
- Bayesian inference for the extremal dependence
- Maximum likelihood Bayesian averaging of uncertain model predictions
- Bayesian model averaging of possibly similar nonparametric densities
- Evaluation of Binary Classifiers for Asymptotically Dependent and Independent Extremes
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
- Bayesian Methods in Extreme Value Modelling: A Review and New Developments
- Multivariate modelling of spatial extremes based on copulas
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