Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601)
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scientific article; zbMATH DE number 6419243
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| English | Semi-parametric modeling of excesses above high multivariate thresholds with censored data |
scientific article; zbMATH DE number 6419243 |
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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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0.7360071539878845
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0.7201409935951233
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0.7192702889442444
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0.718075692653656
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0.7091299295425415
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