Introduction to Bayesian Estimation and Copula Models of Dependence
From MaRDI portal
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) Estimation in survival analysis and censored data (62N02) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Recommendations
- scientific article; zbMATH DE number 5951011
- Bayesian nonparametric estimation of a copula
- A nonparametric Bayesian approach to copula estimation
- A Bayesian hierarchical copula model
- Approximate Bayesian computation for copula estimation
- Approximate Bayesian inference in semiparametric copula models
- Copula modeling: An introduction for practitioners
- Approximate Bayesian conditional copulas
- Bayesian estimation of a bivariate copula using the Jeffreys prior
Cited in
(14)- Bayesian copulae distributions, with application to operational risk management -- some comments
- An application of copulas to accident precursor analysis
- Analysis of dependency structure of default processes based on Bayesian copula
- Copula Bayesian approach to evaluating the dynamic effect of the system risk at industry level
- scientific article; zbMATH DE number 5951011 (Why is no real title available?)
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Bayesian estimation of a bivariate copula using the Jeffreys prior
- Full Bayesian analysis for a model of tail dependence
- Counting statistics for dependent random events. With a focus on finance
- Estimating the Gumbel-Barnett copula parameter of dependence
- Bayesian Copula Density Deconvolution for Zero-Inflated Data in Nutritional Epidemiology
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Bayes analysis of one-shot device testing data with correlated failure modes using copula models
- Bayesian estimation of generalized partition of unity copulas
This page was built for publication: Introduction to Bayesian Estimation and Copula Models of Dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2957098)
