A Bayesian hierarchical copula model
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copulaMCMCdata analysishierarchical structureBayesian hierarchical modeldependence modelingtransformation functionscaling parameterevaluation metrics
Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited in
(8)- Bayesian model selection of regular vine copulas
- Bayesian hierarchical models with conjugate full-conditional distributions for dependent data from the natural exponential family
- Introduction to Bayesian Estimation and Copula Models of Dependence
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- Bayesian sequential design for copula models
- Bayesian estimation of Archimedean copula-based SUR quantile models
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