Consistency of Bayesian inference for multivariate max-stable distributions

angular measure Bernstein polynomials extreme-value copula nonparametric estimation Pickands dependence function posterior consistency multivariate max-stable distribution

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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Cited In (4)

Consistency of Bayesian Inference for Multivariate Max-Stable Distributions
Empirical Bayes inference for the block maxima method
Strong convergence of multivariate maxima
Regression-type analysis for multivariate extreme values

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