Bayesian inference for the bivariate extreme model
The bivariate extreme distribution based on logistic dependence function is used to model the extreme observations of two different variables. The model is used in a Bayesian framework where no information of prior is available on unknown model parameters. Maximum likelihood method and a Markov chai...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
AIP Publishing
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/57574/ http://psasir.upm.edu.my/id/eprint/57574/1/Bayesian%20inference%20for%20the%20bivariate%20extreme%20model.pdf |