Bayesian model selection of regular vine copulas (Q1631599)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian model selection of regular vine copulas |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian model selection of regular vine copulas |
scientific article |
Statements
Bayesian model selection of regular vine copulas (English)
0 references
6 December 2018
0 references
multivariate analysis
0 references
dependence modeling
0 references
copula modeling
0 references
vine copulas
0 references
Bayesian inference
0 references
posterior simulation
0 references
importance sampling
0 references
simulation studies
0 references
financial analysis
0 references
risk forecasting
0 references
0 references
