Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes
DOI10.1007/s11009-019-09723-7zbMath1434.62073OpenAlexW2946308425MaRDI QIDQ2283671
Khader Khadraoui, Pierre Ribereau
Publication date: 13 January 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-019-09723-7
spectral measureBayesian inferencebivariate extremes\(m\)-splinesmonotone shapereversible-jumps MCMC
Computational methods in Markov chains (60J22) Estimation in multivariate analysis (62H12) Numerical computation using splines (65D07) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Statistics of extreme values; tail inference (62G32)
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