On the performance of the Bayesian composite likelihood estimation of max-stable processes
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Publication:5106978
DOI10.1080/00949655.2017.1342824OpenAlexW2734116535MaRDI QIDQ5106978
Mike K. P. So, Raymond K. S. Chan
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2017.1342824
Markov chain Monte CarloBrown-Resnick processmax-stable processescomposite likelihoodsestimation performanceGaussian extreme value process
Multivariate analysis (62H99) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15)
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