Spectral density regression for bivariate extremes
نویسندگان
چکیده
منابع مشابه
Regression , Density and Spectral Density Estimation
We consider posterior inference in wavelet based models for non-parametric regression with unequally spaced data, density estimation and spectral density estimation. The common theme in all three applications is the lack of posterior independence for the wavelet coe cients djk . In contrast, most commonly considered applications of wavelet decompositions in Statistics are based on a setup which...
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ژورنال
عنوان ژورنال: Stochastic Environmental Research and Risk Assessment
سال: 2016
ISSN: 1436-3240,1436-3259
DOI: 10.1007/s00477-016-1257-z