Flexible Bayesian Estimation of Elliptical Copulas
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3354336 (Why is no real title available?)
- A practical guide to splines
- A semiparametric density estimator based on elliptical distributions
- A survey on continuous elliptical vector distributions
- An introduction to copulas.
- Bayesian semiparametric copula estimation with application to psychiatric genetics
- Density Estimation in the Presence of Heteroscedastic Measurement Error
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Goodness-of-fit tests for copulas: A review and a power study
- Identifiability and estimation of meta-elliptical copula generators
- Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
- Multivariate elliptical models with general parameterization
- On the theory of elliptically contoured distributions
- Practical smoothing. The joys of P-splines
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Remarks on a Multivariate Transformation
- Smooth Random Effects Distribution in a Linear Mixed Model
- Spherical distributions: Schoenberg (1938) revisited
- The meta-elliptical distributions with given marginals
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