Approximate Bayesian inference in semiparametric copula models (Q1699701): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1503.02912 / rank | |||
Normal rank | |||
Latest revision as of 20:58, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Bayesian inference in semiparametric copula models |
scientific article |
Statements
Approximate Bayesian inference in semiparametric copula models (English)
0 references
23 February 2018
0 references
multivariate dependence
0 references
Bayesian exponentially tilted empirical likelihood
0 references
Spearman's \(\rho\)
0 references
tail dependence coefficients
0 references
partially specified models
0 references
