Approximate Bayesian inference in semiparametric copula models (Q1699701)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Bayesian inference in semiparametric copula models |
scientific article |
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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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