A Bayesian multivariate extreme value mixture model

Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of research in the context of multivariate analysis is comparat...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Hu, Chenglei, Swallow, Ben, Castro-Camilo, Daniela
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Applications Statistics - Methodology
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!