Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution

DOI10.1007/S00158-010-0539-1zbMath1274.62354OpenAlexW2012299011MaRDI QIDQ381535

Mohammad Hasan, H. S. Yoon

Publication date: 15 November 2013

Published in: Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00158-010-0539-1

zbMATH Keywords

copulaidentification of joint distributionMCMC-based Bayesian methodone-step proceduretwo-step procedureweight-based Bayesian method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

The method of solving structural reliability with multiparameter correlation problem ⋮ A copula-based perturbation stochastic method for fiber-reinforced composite structures with correlations

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Identification of marginal and joint {cdf}s using Bayesian method for {RBDO}
• Fitting bivariate cumulative returns with copulas
• Bayesian copula selection
• Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
• An introduction to copulas. Properties and applications
• Slice sampling. (With discussions and rejoinder)
• Ordinal Measures of Association
• Bayesian Measures of Model Complexity and Fit
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• A NEW MEASURE OF RANK CORRELATION

This page was built for publication: Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution