Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233)
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scientific article; zbMATH DE number 6038705
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| English | Bayesian estimation of a bivariate copula using the Jeffreys prior |
scientific article; zbMATH DE number 6038705 |
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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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0.7889536023139954
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0.7626124620437622
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0.7621241211891174
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0.760250985622406
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