A Mixture Model for Multivariate Extremes
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Publication:5422026
Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to environmental and related topics (62P12) Numerical analysis or methods applied to Markov chains (65C40)
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- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Model Selection and Multimodel Inference
- Statistical analysis of finite mixture distributions
- Statistics for near independence in multivariate extreme values
- Statistics of Extremes
Cited in
(51)- Extremal attractors of Liouville copulas
- Bayesian model averaging for multivariate extremes
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
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- Extreme value modelling of water-related insurance claims
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