Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601)
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| English | Semi-parametric modeling of excesses above high multivariate thresholds with censored data |
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Semi-parametric modeling of excesses above high multivariate thresholds with censored data (English)
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24 March 2015
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multivariate extremes
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censored data
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data augmentation
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semiparametric Bayesian inference
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MCMC algorithms
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