Bayesian estimation of bivariate Pickands dependence function (Q5876494)
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scientific article; zbMATH DE number 7648149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of bivariate Pickands dependence function |
scientific article; zbMATH DE number 7648149 |
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Bayesian estimation of bivariate Pickands dependence function (English)
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1 February 2023
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bivariate extreme value copula
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Pickands dependence function
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Bayesian method
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reversible jump MCMC
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