Approximate Bayesian inference in semiparametric copula models (Q1699701)
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scientific article; zbMATH DE number 6843065
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| English | Approximate Bayesian inference in semiparametric copula models |
scientific article; zbMATH DE number 6843065 |
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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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0.9320270419120787
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0.8066818714141846
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0.7947350144386292
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0.7763981223106384
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