A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544)
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scientific article; zbMATH DE number 5492644
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| English | A bayesian estimator for the dependence function of a bivariate extreme‐value distribution |
scientific article; zbMATH DE number 5492644 |
Statements
A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (English)
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15 January 2009
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convex Hermite interpolation
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copula
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dependence function
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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prediction
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reversible jump
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0.8558584451675415
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0.8471200466156006
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0.8410405516624451
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0.8331007957458496
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