Pages that link to "Item:Q4632661"

The following pages link to Non-Parametric Bayesian Inference on Bivariate Extremes (Q4632661):

Displaying 15 items.

• Bayesian model averaging for multivariate extremes (Q130001) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
• Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization (Q1621331) (← links)
• On estimating extremal dependence structures by parametric spectral measures (Q1731220) (← links)
• Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes (Q2054519) (← links)
• Extremes and regular variation (Q2080146) (← links)
• Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
• Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes (Q2283671) (← links)
• Semiparametric bivariate modelling with flexible extremal dependence (Q2302487) (← links)
• Bernstein polynomial angular densities of multivariate extreme value distributions (Q2407492) (← links)
• Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes (Q3391465) (← links)
• New composite models for the Danish fire insurance data (Q4576845) (← links)
• Sparse regular variation (Q5013249) (← links)