Bayesian model averaging over tree-based dependence structures for multivariate extremes

Sabrina Vettori, Raphael Huser, Johan Segers and Marc G. Genton

No 2019034, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2019-01-01
Note: In : Journal of Computational and Graphical Statistics, vol. 29, no. 1, p. 174-190 (2020)
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