Consistency of Bayesian inference for multivariate max-stable distributions

DOI10.1214/21-AOS2160MaRDI QIDQ2148985

Simone A. Padoan, Stefano Rizzelli

Publication date: 24 June 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.00245

zbMATH Keywords

Bernstein polynomialsnonparametric estimationPickands dependence functionposterior consistencyextreme-value copulaangular measuremultivariate max-stable distribution

Mathematics Subject Classification ID

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

Related Items (2)

Strong convergence of multivariate maxima ⋮ Regression-type analysis for multivariate extreme values

Uses Software

• ismev

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