Bayesian estimation of bivariate Pickands dependence function (Q5876494)

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scientific article; zbMATH DE number 7648149
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    Bayesian estimation of bivariate Pickands dependence function
    scientific article; zbMATH DE number 7648149

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      Bayesian estimation of bivariate Pickands dependence function (English)
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      1 February 2023
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      bivariate extreme value copula
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      Pickands dependence function
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      Bayesian method
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      reversible jump MCMC
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