Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736)

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scientific article; zbMATH DE number 5560110
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    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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