Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129768 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
To model the angular measure of a multivariate extreme value distribution, we develop a mean-constrained Bernstein polynomial over the (pâ1)-dimensional simplex, along with a generalization that places mass on the simplex boundaries.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Timothy E. Hanson, Miguel de Carvalho, Yuhui Chen,