Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736)
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scientific article
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English | Archimedean copula estimation using Bayesian splines smoothing techniques |
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Archimedean copula estimation using Bayesian splines smoothing techniques (English)
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2 June 2009
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Archimedean copula
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Bayesian p-splines
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Markov chains Monte Carlo
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monotonicity and convexity constraints
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