Bayesian model averaging for multivariate extremes

DOI10.1007/s10687-012-0163-0zbMath1283.62056OpenAlexW2015110234WikidataQ116752815 ScholiaQ116752815MaRDI QIDQ130001

Anne Sabourin, Philippe Naveau, Anne-Laure Fougères, Anne Sabourin, Anne-Laure Fougères, Philippe Naveau

Publication date: 9 January 2013

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-012-0163-0

zbMATH Keywords

multivariate extremesspectral measureparametric modelling

Mathematics Subject Classification ID

Related Items (5)

A modeler's guide to extreme value software ⋮ BMAmevt ⋮ Multivariate modelling of spatial extremes based on copulas ⋮ Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes ⋮ Sparse regular variation

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