Bayesian copula selection (Q1010423)
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scientific article; zbMATH DE number 5540460
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian copula selection |
scientific article; zbMATH DE number 5540460 |
Statements
Bayesian copula selection (English)
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6 April 2009
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copulas
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model selection
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Bayes' theorem
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goodness-of-fit test
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Kendall's tau
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pseudo-likelihood
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0.797317385673523
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0.7844645977020264
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0.7817170023918152
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