Bayesian Dirichlet mixture model for multivariate extremes: A re-parametrization

Computational Statistics and Data Analysis

Volumn 71, Issue , 2014, Pages 542-567

  Sabourin, Anne ^a,b   Naveau, Philippe ^a  

^a LABORATOIRE DES SCIENCES DU CLIMAT ET DE L ENVIRONNEMENT   (France)

^b UNIVERSITÉ LYON 1   (France)

Author keywords

Mixture models; Multivariate extremes; Reversible jump algorithm; Semi parametric Bayesian inference

Indexed keywords

BAYESIAN INFERENCE; DEPENDENCE STRUCTURES; DIRICHLET DISTRIBUTIONS; DIRICHLET MIXTURE MODEL; EXTREME VALUE THEORY; MIXTURE MODEL; MULTIVARIATE EXTREMES; PROBABILISTIC FRAMEWORK;

ALGORITHMS; BAYESIAN NETWORKS; INFERENCE ENGINES; MARKOV PROCESSES;

MIXTURES;

EID: 84889085067     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2013.04.021     Document Type: Article

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