Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of a bivariate copula using the Jeffreys prior |
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Bayesian estimation of a bivariate copula using the Jeffreys prior (English)
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28 May 2012
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Birkhoff polytope
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copula
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doubly stochastic matrices
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finite mixtures
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Markov chain Monte Carlo
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Metropolis-within-Gibbs sampling
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nonparametric
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objective Bayes
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