Full Bayesian analysis for a model of tail dependence

DOI10.1080/03610926.2011.568159MaRDI QIDQ4904675zbMATH OpenOpenAlexWikidataFDO

Authors Verónica A. González-López, L. R. Rifo

Publication date 31 January 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.568159

zbMATH Keywords

asymmetric logistic copulafull Bayesian significance test

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

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• Dependence properties and Bayesian inference for asymmetric multivariate copulas
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Cites work

• A directory of coefficients of tail dependence
• Can a significance test be genuinely Bayesian?
• Full Bayesian Analysis for a Class of Jump-Diffusion Models
• scientific article; zbMATH DE number 3436463 (Why is no real title available?)
• On the Bayesianity of Pereira-Stern tests
• Test procedures based on combination of Bayesian evidences for \(H_{0}\)

Cited in

(3)

• The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program
• A note on conjugate distributions for copulas
• Full Bayesian Analysis for a Class of Jump-Diffusion Models

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