Bayesian inference for conditional copulas using Gaussian process single index models (Q1662326)
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scientific article; zbMATH DE number 6920312
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| English | Bayesian inference for conditional copulas using Gaussian process single index models |
scientific article; zbMATH DE number 6920312 |
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Bayesian inference for conditional copulas using Gaussian process single index models (English)
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17 August 2018
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conditional copula
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cross validated marginal likelihood
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Gaussian process
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simplifying assumption
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single index model
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0.8113382458686829
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0.7907180190086365
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0.7703222632408142
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0.7701128125190735
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