Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques

Journal of Statistical Planning and Inference

Volumn 141, Issue 5, 2011, Pages 1800-1807

  Apputhurai, P ^a   Stephenson, A G ^a  

^a SWINBURNE UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Bayesian model averaging; Multivariate extreme value distribution; Posterior distribution; Prior distribution; Simulation

Indexed keywords

EID: 78751701775     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.11.038     Document Type: Article

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