Bayesian inference for conditional copulas using Gaussian process single index models (Q1662326)

From MaRDI portal
Revision as of 10:16, 16 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Bayesian inference for conditional copulas using Gaussian process single index models
scientific article

    Statements

    Bayesian inference for conditional copulas using Gaussian process single index models (English)
    0 references
    0 references
    0 references
    17 August 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    conditional copula
    0 references
    cross validated marginal likelihood
    0 references
    Gaussian process
    0 references
    simplifying assumption
    0 references
    single index model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references