Bayesian inference from composite likelihoods, with an application to spatial extremes

Statistica Sinica

Volumn 22, Issue 2, 2012, Pages 813-845

  Ribatet, Mathieu ^a   Cooley, Daniel ^b   Davison, Anthony C ^c  

^a UNIV MONTPELLIER   (France)

^b Veterinary Dentistry and Oral Surgery   (United States)

^c EPFL   (Switzerland)

Author keywords

Bayesian hierarchical model; Composite likelihood; Gibbs sampler; Markov chain Monte Carlo; Max stable process; Metropolis Hastings algorithm; Posterior coverage; Rainfall data

Indexed keywords

EID: 84858395376     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2009.248     Document Type: Article

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