Approximate Bayesian inference in semiparametric copula models (Q1699701)

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Approximate Bayesian inference in semiparametric copula models
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    Approximate Bayesian inference in semiparametric copula models (English)
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    23 February 2018
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    multivariate dependence
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    Bayesian exponentially tilted empirical likelihood
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    Spearman's \(\rho\)
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    tail dependence coefficients
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    partially specified models
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