Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (Q2329809)
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scientific article; zbMATH DE number 7119362
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| English | Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins |
scientific article; zbMATH DE number 7119362 |
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Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (English)
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18 October 2019
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Markov chain Monte Carlo
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correlated pseudo-marginal Metropolis-Hastings
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variational Bayes
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Archimedean copula
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0.91424155
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0.9119462
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0.90934056
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0.89815974
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0.89443994
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0.8939759
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0.8901043
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0.88704824
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