Consistency of Bayesian Inference for Multivariate Max-Stable Distributions

DOI10.1214/21-AOS2160arXiv1904.00245MaRDI QIDQ6316442

Stefano Rizzelli, Simone A. Padoan

Publication date: 30 March 2019

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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