Bernstein polynomial angular densities of multivariate extreme value distributions
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DOI: 10.1016/j.spl.2017.03.030
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- Guillotte, Simon & Perron, Francois & Segers, Johan, 2011. "Non-parametric Bayesian inference on bivariate extremes," LIDAM Reprints ISBA 2011011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Cited by:
- Miguel de Carvalho & Manuele Leonelli & Alex Rossi, 2020. "Tracking change-points in multivariate extremes," Papers 2011.05067, arXiv.org.
- Hu, Shuang & Peng, Zuoxiang & Segers, Johan, 2022. "Modelling multivariate extreme value distributions via Markov trees," LIDAM Discussion Papers ISBA 2022021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
Angular measure; Multivariate Bernstein polynomials; Multivariate extreme values;All these keywords.
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