Bayesian nonparametric estimation of a copula
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Cites work
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
- An introduction to copulas.
- Bayesian copula selection
- Bayesian estimation of a bivariate copula using the Jeffreys prior
- Comparison of semiparametric and parametric methods for estimating copulas
- Concordance and copulas: a survey
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Copulas: A Review and Recent Developments
- Efficient Bayesian inference for Gaussian copula regression models
- Estimating copula densities through wavelets
- Extending the rank likelihood for semiparametric copula estimation
- scientific article; zbMATH DE number 3888710 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- Nonparametric Bayesian data analysis
- Nonparametric estimation of copula functions for dependence modelling
- On a class of Bayesian nonparametric estimates: I. Density estimates
- Slice sampling mixture models
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- The multivariate skew-normal distribution
- Thresholding methods to estimate copula density
- Weak convergence of empirical copula processes
Cited in
(34)- Bayesian inference for conditional copulas using Gaussian process single index models
- Approximate Bayesian inference in semiparametric copula models
- Bayesian consistency for a nonparametric stationary Markov model
- Approximate Bayesian conditional copulas
- Bayesian estimation of Archimedean copula-based SUR quantile models
- Implicit copulas from Bayesian regularized regression smoothers
- Copula based factorization in Bayesian multivariate infinite mixture models
- Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo
- Introduction to Bayesian Estimation and Copula Models of Dependence
- scientific article; zbMATH DE number 5951011 (Why is no real title available?)
- Pair-copula constructions for non-Gaussian DAG models
- The bivariate K-finite normal mixture ‘blanket’ copula
- Copula density estimation by total variation penalized likelihood
- Bayesian estimation of a bivariate copula using the Jeffreys prior
- Efficient Bayesian inference for stochastic time-varying copula models
- Bayesian nonparametric inference for a multivariate copula function
- A nonparametric Bayesian approach to copula estimation
- Approximate Bayesian computation for copula estimation
- Bayesian Estimation for Bivariate Gamma Processes with Copula
- Non-parametric estimation of copula based mutual information
- Copula density estimation by finite mixture of parametric copula densities
- Bayesian semiparametric copula estimation with application to psychiatric genetics
- Bayesian inference in cumulative distribution fields
- Nonparametric estimation of copula functions for dependence modelling
- Mixture representation of the maximum entropy density through Archimedean copulas
- Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures
- Nonparametric Bayesian modeling on infinite mixture Student t copulas
- Copula hidden Markov model with unknown number of states
- Grid-uniform copulas and rectangle exchanges: Bayesian model and inference for a rich class of copula functions
- Posterior ramifications of prior dependence structures
- Bayesian multivariate models for bounded directional data
- Copula estimation through wavelets
- Bayesian estimation of generalized partition of unity copulas
- Extending the rank likelihood for semiparametric copula estimation
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