Bayesian Inference for the One-Factor Copula Model (Q3391192): Difference between revisions

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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Dependence Modeling with Copulas
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+Factor copula models for multivariate data
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+A Stochastic Approximation Method
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+Factor copula models for item response data
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+Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
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+Transdimensional Markov Chains
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+Forecasting Using Principal Components From a Large Number of Predictors
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