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Semi-parametric modeling of excesses above high multivariate thresholds with censored data - MaRDI portal

Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601)

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Semi-parametric modeling of excesses above high multivariate thresholds with censored data
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    Semi-parametric modeling of excesses above high multivariate thresholds with censored data (English)
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    24 March 2015
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    multivariate extremes
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    censored data
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    data augmentation
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    semiparametric Bayesian inference
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    MCMC algorithms
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