A nonparametric Bayesian approach to copula estimation (Q4960593): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian nonparametric inference for a multivariate copula function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian nonparametric estimation of a copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of copula functions for dependence modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3969703 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3740815 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semiparametric estimation procedure of dependence parameters in multivariate families of distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3143230 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian model selection for D-vine pair-copula constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On nonparametric measures of dependence for random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3855979 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3745064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the density of a copula function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incorporating support constraints into nonparametric estimators of densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3336497 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3851439 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Boundary modification for kernel regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smooth optimum kernel estimators near endpoints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian inference for conditional copulas using Gaussian process single index models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prior distributions on spaces of probability measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some aspects of Pólya tree distributions for statistical modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for Mixtures of Finite Polya Tree Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4709781 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optional Pólya tree and Bayesian inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multivariate beta process and an extension of the Polya tree model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian nonparametric approach to testing for dependence between random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pólya tree posterior distributions on densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Applications of the Multivariate Skew Normal Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank

Latest revision as of 11:25, 22 July 2024

scientific article; zbMATH DE number 7192593
Language Label Description Also known as
English
A nonparametric Bayesian approach to copula estimation
scientific article; zbMATH DE number 7192593

    Statements

    A nonparametric Bayesian approach to copula estimation (English)
    0 references
    0 references
    0 references
    23 April 2020
    0 references
    copula
    0 references
    Pólya tree
    0 references
    nonparametric Bayes
    0 references
    Gaussian copula mixture model
    0 references
    kernel method
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references