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Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Anne Sabourin

Last update: 21 April 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.5

Cites work

• Bayesian Dirichlet mixture model for multivariate extremes: A re-parametrization
• Bayesian model averaging for multivariate extremes

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