Bayesian model choice of grouped \(t\)-copula (Q1930463)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6124593
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian model choice of grouped \(t\)-copula |
scientific article; zbMATH DE number 6124593 |
Statements
Bayesian model choice of grouped \(t\)-copula (English)
0 references
11 January 2013
0 references
grouped \(t\)-copula
0 references
dependence modeling
0 references
Bayesian model choice
0 references
Markov chain Monte Carlo
0 references
foreign exchange
0 references
0 references
0 references
0.7749423384666443
0 references
0.765170156955719
0 references
0.7595017552375793
0 references
0.7557975649833679
0 references
