A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (Q5503544)
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scientific article; zbMATH DE number 5492644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bayesian estimator for the dependence function of a bivariate extreme‐value distribution |
scientific article; zbMATH DE number 5492644 |
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A bayesian estimator for the dependence function of a bivariate extreme‐value distribution (English)
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15 January 2009
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convex Hermite interpolation
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copula
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dependence function
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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prediction
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reversible jump
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