Neural Bayes estimation and selection of complex bivariate extremal dependence models

DOI10.1007/S10687-025-00521-8MaRDI QIDQ7288112zbMATH OpenFDO

Authors Lídia Maria André, Jennifer L. Wadsworth, Raphaël Huser

Publication date 26 June 2026

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10687-025-00521-8

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Artificial neural networks and deep learning (68T07)

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Cited in

(2)

• Bridging heavy tails and artificial intelligence
• Amortized neural inference on bivariate tail dependence and tail asymmetry

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