Bayesian inference for the extremal dependence (Q73753)
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scientific article
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| English | Bayesian inference for the extremal dependence |
scientific article |
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1 January 2016
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11 January 2017
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Bayesian inference for the extremal dependence (English)
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generalised extreme value distribution
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extremal dependence
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angular measure
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max-stable distribution
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Bernstein polynomials
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Bayesian nonparametrics
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trans-dimensional MCMC
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exchange rates
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0.8247562646865845
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0.8247562646865845
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0.8178355693817139
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0.8111490607261658
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0.7899600863456726
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