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Bayesian model averaging over tree-based dependence structures for multivariate extremes
Sabrina Vettori
(Creator)
Raphael Huser
(Creator)
Johan Segers
(Creator)
Marc Genton
(Creator)
Johan Segers
(Creator)
Statistics
Computer, Electrical and Mathematical Sciences and Engineering
Dataset
Overview
Research output
(1)
Research output
Research output per year
2019
2019
2019
1
Article
Research output per year
Research output per year
1 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
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Article
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2019
Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
Vettori, S.,
Huser, R.
, Segers, J. &
Genton, M. G.
,
Aug 29 2019
,
In:
Journal of Computational and Graphical Statistics.
p. 1-17
17 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
Dependence Structure
100%
Bayesian Model Averaging
100%
Cluster of Extremes
66%
Extremal
50%
Dependence Relationship
33%
10
Scopus citations