Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736)
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scientific article; zbMATH DE number 5560110
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| English | Archimedean copula estimation using Bayesian splines smoothing techniques |
scientific article; zbMATH DE number 5560110 |
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Archimedean copula estimation using Bayesian splines smoothing techniques (English)
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2 June 2009
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Archimedean copula
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Bayesian p-splines
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Markov chains Monte Carlo
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monotonicity and convexity constraints
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0.8317893743515015
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0.8174978494644165
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0.8054244518280029
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0.7943150401115417
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0.7915971875190735
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