Bayesian inference for the bivariate extreme model

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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...

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Bibliographic Details
Main Authors:	Mohd Amin, Nor Azrita, Adam, Mohd Bakri
Format:	Conference or Workshop Item
Language:	English
Published:	AIP Publishing 2016
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

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