A Mixture Model for Multivariate Extremes
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Publication:5422026
DOI10.1111/j.1467-9868.2007.00585.xzbMath1120.62030OpenAlexW2014706281MaRDI QIDQ5422026
Marc-Olivier Boldi, Anthony C. Davison
Publication date: 26 October 2007
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00585.x
Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Inference from stochastic processes and spectral analysis (62M15) Statistics of extreme values; tail inference (62G32) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
Cites Work
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Statistics for near independence in multivariate extreme values
- Model Selection and Multimodel Inference
- Diagnostics for Dependence within Time Series Extremes
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- Statistics of Extremes
- An introduction to statistical modeling of extreme values
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